+1,501.0%
SWK vs PHM
+12,477.9%
-10,976.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +11.3% | +8.7% | +2.6% | +8.3% |
| 30D | +28.1% | +16.4% | +11.7% | +21.9% |
| 3M | +12.6% | +1.8% | +10.8% | +12.0% |
| 6M | +51.7% | +15.1% | +36.7% | +45.1% |
| YTD | +60.0% | +16.0% | +44.0% | +52.8% |
| 1Y | +72.7% | +14.1% | +58.6% | +66.0% |
| 3Y | +46.3% | +65.9% | -19.6% | +25.5% |
| 5Y | -24.6% | +180.9% | -205.5% | -45.5% |
| 10Y | +32.2% | +730.3% | -698.0% | -31.9% |
| All | +1,501.0% | +12,477.9% | -10,976.9% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling