-36.5%
SWKS vs BHP
+119.2%
-155.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +9.4% | -0.5% | +9.9% | +9.6% |
| 30D | +17.0% | -4.5% | +21.5% | +19.1% |
| 3M | +28.9% | -6.9% | +35.8% | +31.9% |
| 6M | +33.1% | -10.6% | +43.7% | +38.1% |
| YTD | +44.8% | +37.2% | +7.6% | +19.7% |
| 1Y | +36.2% | +48.0% | -11.8% | +8.2% |
| 3Y | +11.5% | +52.6% | -41.1% | -15.4% |
| All | -36.5% | +119.2% | -155.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling