+231.9%
SWKS vs HCA
+2,041.0%
-1,809.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.1% |
| 7D | -6.2% | +4.6% | -10.8% | -8.1% |
| 30D | -1.5% | +12.7% | -14.2% | -6.4% |
| 3M | +23.0% | +21.3% | +1.7% | +13.2% |
| 6M | +27.6% | +15.7% | +11.9% | +18.3% |
| YTD | +32.3% | +6.6% | +25.7% | +25.9% |
| 1Y | +20.1% | +5.7% | +14.4% | +14.4% |
| 3Y | +0.6% | +119.2% | -118.6% | -30.6% |
| 5Y | -42.3% | +107.9% | -150.2% | -60.4% |
| 10Y | +35.9% | +610.7% | -574.7% | -47.6% |
| All | +231.9% | +2,041.0% | -1,809.1% | -21.4% |
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