+50.8%
SWKS vs HAS
+97.5%
-46.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +9.4% | +1.4% | +8.1% | +8.8% |
| 30D | +17.0% | +26.3% | -9.3% | +5.4% |
| 3M | +28.9% | +25.6% | +3.3% | +16.2% |
| 6M | +33.1% | +30.3% | +2.9% | +17.1% |
| YTD | +44.8% | +50.4% | -5.6% | +18.3% |
| 1Y | +36.2% | +57.7% | -21.5% | +8.8% |
| 3Y | +11.5% | +213.4% | -201.9% | -35.4% |
| 5Y | -37.1% | +49.1% | -86.1% | -50.7% |
| All | +50.8% | +97.5% | -46.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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