+0.6%
SWKS vs HBM
+348.5%
-347.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -6.2% | -3.6% | -2.5% | -5.5% |
| 30D | -1.5% | -19.2% | +17.7% | +2.9% |
| 3M | +23.0% | -20.5% | +43.5% | +28.1% |
| 6M | +27.6% | -12.8% | +40.4% | +28.8% |
| YTD | +32.3% | +5.4% | +26.9% | +23.4% |
| 1Y | +20.1% | +33.0% | -12.8% | +4.2% |
| 3Y | +0.6% | +357.3% | -356.7% | -44.6% |
| All | +0.6% | +348.5% | -347.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling