-47.7%
SWKS vs ALHC
-61.5%
+13.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -6.2% | +1.0% | -7.1% | -6.3% |
| 30D | -1.5% | -14.2% | +12.7% | -0.5% |
| 3M | +23.0% | -45.1% | +68.1% | +27.6% |
| 6M | +27.6% | -59.5% | +87.1% | +34.3% |
| YTD | +32.3% | -62.8% | +95.1% | +39.5% |
| 1Y | +20.1% | -55.5% | +75.6% | +24.1% |
| 3Y | +0.6% | +25.7% | -25.0% | -13.4% |
| 5Y | -42.3% | -66.8% | +24.5% | -46.2% |
| All | -47.7% | -61.5% | +13.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling