+32.1%
SWKS vs HAS
+101.4%
-69.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | -1.5% | +31.0% | -32.5% | -12.7% |
| 3M | +23.0% | +30.7% | -7.7% | +8.9% |
| 6M | +27.6% | +23.9% | +3.7% | +14.7% |
| YTD | +32.3% | +48.3% | -16.0% | +8.8% |
| 1Y | +20.1% | +60.2% | -40.1% | -4.7% |
| 3Y | +0.6% | +189.2% | -188.6% | -39.6% |
| 5Y | -42.3% | +50.4% | -92.7% | -55.0% |
| All | +32.1% | +101.4% | -69.2% | -11.6% |
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