+46.0%
SWKS vs HBM
+274.8%
-228.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +5.7% | -1.3% | +7.0% | +5.8% |
| 30D | +17.3% | -14.8% | +32.2% | +21.3% |
| 3M | +28.3% | -20.7% | +48.9% | +34.0% |
| 6M | +26.1% | -13.9% | +40.0% | +27.7% |
| YTD | +41.1% | +10.6% | +30.5% | +31.3% |
| 1Y | +31.4% | +32.4% | -0.9% | +16.6% |
| 3Y | +7.3% | +432.0% | -424.7% | -35.7% |
| 5Y | -37.7% | +205.5% | -243.2% | -59.6% |
| 10Y | +46.0% | +291.1% | -245.1% | -25.9% |
| All | +46.0% | +274.8% | -228.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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