+32.1%
SWKS vs BHP
+368.2%
-336.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -6.2% | +0.9% | -7.1% | -6.7% |
| 30D | -1.5% | -6.3% | +4.8% | +1.6% |
| 3M | +23.0% | -7.1% | +30.1% | +26.7% |
| 6M | +27.6% | -3.2% | +30.8% | +27.7% |
| YTD | +32.3% | +37.9% | -5.6% | +6.5% |
| 1Y | +20.1% | +49.7% | -29.6% | -7.8% |
| 3Y | +0.6% | +51.7% | -51.0% | -24.9% |
| 5Y | -42.3% | +122.0% | -164.3% | -67.1% |
| All | +32.1% | +368.2% | -336.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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