+32.1%
SWKS vs HBM
+376.3%
-344.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -6.2% | -3.6% | -2.5% | -5.4% |
| 30D | -1.5% | -19.2% | +17.7% | +3.2% |
| 3M | +23.0% | -20.5% | +43.5% | +28.5% |
| 6M | +27.6% | -12.8% | +40.4% | +29.0% |
| YTD | +32.3% | +5.4% | +26.9% | +24.7% |
| 1Y | +20.1% | +33.0% | -12.8% | +6.5% |
| 3Y | +0.6% | +357.3% | -356.7% | -37.2% |
| 5Y | -42.3% | +210.4% | -252.7% | -62.6% |
| All | +32.1% | +376.3% | -344.2% | -31.4% |
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