+25.9%
SWKS vs HAS
+56.4%
-30.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +12.5% | -1.8% | +14.3% | +13.4% |
| 30D | +10.5% | +2.3% | +8.2% | +9.3% |
| 3M | -7.4% | +10.4% | -17.8% | -11.3% |
| 6M | +32.7% | -3.2% | +35.9% | +32.6% |
| YTD | +19.2% | +15.4% | +3.8% | +9.8% |
| 1Y | +2.4% | +18.8% | -16.4% | -7.0% |
| 3Y | -25.6% | +43.9% | -69.6% | -39.5% |
| 5Y | -53.4% | +13.9% | -67.3% | -58.9% |
| All | +25.9% | +56.4% | -30.5% | -3.1% |
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