+46.0%
SWKS vs HDB
+64.3%
-18.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.9% |
| 7D | +5.7% | +6.9% | -1.3% | +2.9% |
| 30D | +17.3% | +15.2% | +2.1% | +10.6% |
| 3M | +28.3% | +11.7% | +16.5% | +21.9% |
| 6M | +26.1% | +7.5% | +18.5% | +20.9% |
| YTD | +41.1% | -28.8% | +69.9% | +59.5% |
| 1Y | +31.4% | -29.1% | +60.5% | +48.7% |
| 3Y | +7.3% | -7.0% | +14.3% | +4.8% |
| 5Y | -37.7% | -22.1% | -15.6% | -35.3% |
| 10Y | +46.0% | +64.9% | -18.9% | +14.5% |
| All | +46.0% | +64.3% | -18.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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