-52.9%
SWKS vs ALHC
-28.9%
-24.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -0.6% | +13.1% | +12.6% |
| 30D | +10.5% | -1.0% | +11.5% | +10.6% |
| 3M | -7.4% | -10.2% | +2.8% | -7.7% |
| 6M | +32.7% | -28.3% | +60.9% | +34.5% |
| YTD | +19.2% | -31.4% | +50.6% | +20.9% |
| 1Y | +2.4% | -16.9% | +19.3% | +1.6% |
| 3Y | -25.6% | +135.5% | -161.1% | -39.0% |
| 5Y | -53.4% | -33.6% | -19.8% | -58.5% |
| All | -52.9% | -28.9% | -24.0% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling