+32.4%
SWKS vs HCA
+695.0%
-662.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | -2.7% | +7.9% | -10.7% | -5.8% |
| 30D | +8.5% | +11.9% | -3.4% | +3.5% |
| 3M | +17.3% | +22.4% | -5.1% | +7.8% |
| 6M | +25.1% | +16.5% | +8.6% | +16.1% |
| YTD | +33.3% | +8.7% | +24.6% | +26.3% |
| 1Y | +22.9% | +6.7% | +16.2% | +17.0% |
| 3Y | +5.5% | +127.0% | -121.5% | -28.5% |
| 5Y | -41.9% | +113.9% | -155.8% | -60.7% |
| 10Y | +32.4% | +656.7% | -624.3% | -44.0% |
| All | +32.4% | +695.0% | -662.5% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling