-47.4%
SWKS vs ALHC
-59.7%
+12.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.6% |
| 7D | -3.1% | +3.8% | -6.9% | -3.5% |
| 30D | +8.3% | +1.7% | +6.7% | +8.0% |
| 3M | +20.2% | -44.3% | +64.6% | +24.7% |
| 6M | +24.9% | -57.2% | +82.2% | +30.9% |
| YTD | +33.2% | -61.2% | +94.3% | +39.9% |
| 1Y | +23.6% | -53.2% | +76.8% | +27.1% |
| 3Y | +1.3% | +27.8% | -26.6% | -12.8% |
| 5Y | -40.6% | -65.4% | +24.8% | -44.8% |
| All | -47.4% | -59.7% | +12.3% | -54.6% |
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