-29.9%
SWK vs PHM
+158.6%
-188.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -4.1% | +2.8% | +1.5% |
| 30D | +25.5% | +16.1% | +9.3% | +13.2% |
| 3M | +11.8% | -2.5% | +14.3% | +13.6% |
| 6M | +48.7% | +12.9% | +35.8% | +36.5% |
| YTD | +57.2% | +9.0% | +48.2% | +47.4% |
| 1Y | +75.3% | +8.2% | +67.1% | +65.2% |
| 3Y | +51.9% | +58.4% | -6.5% | +10.7% |
| All | -29.9% | +158.6% | -188.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling