+198.9%
SWKS vs HCA
+1,648.5%
-1,449.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +12.5% | -3.1% | +15.6% | +13.7% |
| 30D | +10.5% | -1.1% | +11.6% | +10.7% |
| 3M | -7.4% | +12.2% | -19.5% | -12.5% |
| 6M | +32.7% | -25.3% | +58.0% | +46.4% |
| YTD | +19.2% | -12.9% | +32.1% | +23.3% |
| 1Y | +2.4% | -0.9% | +3.3% | 0.0% |
| 3Y | -25.6% | +47.6% | -73.2% | -39.6% |
| 5Y | -53.4% | +67.0% | -120.4% | -65.0% |
| 10Y | +23.2% | +471.4% | -448.3% | -48.1% |
| All | +198.9% | +1,648.5% | -1,449.6% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling