-36.5%
SWKS vs HBM
+194.0%
-230.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +9.4% | +2.2% | +7.2% | +8.7% |
| 30D | +17.0% | -11.8% | +28.8% | +20.0% |
| 3M | +28.9% | -19.2% | +48.1% | +34.0% |
| 6M | +33.1% | -22.9% | +56.0% | +38.6% |
| YTD | +44.8% | +7.8% | +37.0% | +34.8% |
| 1Y | +36.2% | +34.9% | +1.3% | +19.0% |
| 3Y | +11.5% | +422.2% | -410.7% | -35.9% |
| All | -36.5% | +194.0% | -230.6% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling