-0.6%
SWKS vs ALHC
+25.6%
-26.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.1% | -2.0% |
| 7D | -9.2% | -6.2% | -3.0% | -9.1% |
| 30D | -1.9% | -9.7% | +7.8% | -1.8% |
| 3M | +21.2% | -44.7% | +66.0% | +21.4% |
| 6M | +12.9% | -58.7% | +71.6% | +13.5% |
| YTD | +30.7% | -61.7% | +92.5% | +31.4% |
| 1Y | +14.1% | -55.7% | +69.8% | +13.8% |
| All | -0.6% | +25.6% | -26.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling