-53.0%
SWKS vs HDB
-35.4%
-17.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +12.5% | +0.4% | +12.1% | +12.3% |
| 30D | +10.5% | -2.8% | +13.3% | +11.5% |
| 3M | -7.4% | -3.5% | -3.9% | -6.9% |
| 6M | +32.7% | -24.7% | +57.4% | +46.1% |
| YTD | +19.2% | -36.6% | +55.7% | +40.4% |
| 1Y | +2.4% | -34.4% | +36.8% | +18.5% |
| 3Y | -25.6% | -24.4% | -1.2% | -21.0% |
| All | -53.0% | -35.4% | -17.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling