+50.8%
SWKS vs BHP
+333.8%
-282.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +9.4% | -0.5% | +9.9% | +9.6% |
| 30D | +17.0% | -4.5% | +21.5% | +19.5% |
| 3M | +28.9% | -6.9% | +35.8% | +32.5% |
| 6M | +33.1% | -10.6% | +43.7% | +39.1% |
| YTD | +44.8% | +37.2% | +7.6% | +16.8% |
| 1Y | +36.2% | +48.0% | -11.8% | +5.1% |
| 3Y | +11.5% | +52.6% | -41.1% | -17.2% |
| 5Y | -37.1% | +116.5% | -153.5% | -63.6% |
| All | +50.8% | +333.8% | -282.9% | -40.2% |
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