-43.0%
SWKS vs ALHC
-62.4%
+19.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.1% | -1.6% |
| 7D | -9.2% | -6.2% | -3.0% | -8.9% |
| 30D | -1.9% | -9.7% | +7.8% | -1.3% |
| 3M | +21.2% | -44.7% | +66.0% | +25.5% |
| 6M | +12.9% | -58.7% | +71.6% | +18.4% |
| YTD | +30.7% | -61.7% | +92.5% | +37.3% |
| 1Y | +14.1% | -55.7% | +69.8% | +17.8% |
| 3Y | -1.7% | +25.6% | -27.3% | -15.7% |
| 5Y | -43.0% | -65.8% | +22.8% | -52.2% |
| All | -43.0% | -62.4% | +19.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling