-16.4%
SWKS vs HCA
+51.3%
-67.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +11.8% | -2.8% | +14.6% | +12.4% |
| 30D | +6.7% | -2.7% | +9.5% | +7.2% |
| 3M | 0.0% | +11.5% | -11.5% | -3.0% |
| 6M | +38.7% | -24.3% | +63.0% | +49.3% |
| YTD | +21.4% | -13.6% | +34.9% | +25.1% |
| 1Y | +2.9% | -3.2% | +6.1% | +1.7% |
| 3Y | -16.4% | +50.4% | -66.8% | -32.9% |
| All | -16.4% | +51.3% | -67.8% | -32.9% |
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