+51.0%
SWKS vs HCA
+678.2%
-627.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +10.9% | -1.3% | +12.2% | +11.4% |
| 30D | +17.6% | +8.7% | +8.9% | +13.5% |
| 3M | +29.2% | +21.0% | +8.2% | +19.3% |
| 6M | +37.0% | +17.0% | +20.0% | +26.9% |
| YTD | +44.9% | +7.8% | +37.1% | +37.7% |
| 1Y | +33.8% | +6.4% | +27.4% | +27.5% |
| 3Y | +10.2% | +120.0% | -109.8% | -24.4% |
| 5Y | -37.0% | +112.9% | -149.9% | -57.4% |
| All | +51.0% | +678.2% | -627.2% | -35.8% |
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