+0.6%
SWKS vs HCA
+118.8%
-118.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -6.2% | +4.6% | -10.8% | -7.0% |
| 30D | -1.5% | +12.7% | -14.2% | -3.8% |
| 3M | +23.0% | +21.3% | +1.7% | +18.3% |
| 6M | +27.6% | +15.7% | +11.9% | +24.0% |
| YTD | +32.3% | +6.6% | +25.7% | +31.0% |
| 1Y | +20.1% | +5.7% | +14.4% | +18.9% |
| 3Y | +0.6% | +119.2% | -118.6% | -33.7% |
| All | +0.6% | +118.8% | -118.1% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling