+18.9%
SWKS vs HCA
+11.2%
+7.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.3% | -13.2% | -2.7% |
| 7D | -4.9% | +10.2% | -15.2% | -4.7% |
| 30D | -1.2% | +17.4% | -18.6% | -1.0% |
| 3M | +24.2% | +27.7% | -3.5% | +24.3% |
| 6M | +21.5% | +20.0% | +1.5% | +23.5% |
| YTD | +33.5% | +10.0% | +23.5% | +37.7% |
| 1Y | +18.9% | +9.0% | +9.9% | +22.4% |
| All | +18.9% | +11.2% | +7.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling