-41.9%
SWKS vs HDB
-23.0%
-18.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.1% |
| 7D | -2.7% | +13.7% | -16.4% | -6.9% |
| 30D | +8.5% | +15.8% | -7.4% | +3.1% |
| 3M | +17.3% | +9.2% | +8.1% | +13.4% |
| 6M | +25.1% | +3.2% | +22.0% | +22.6% |
| YTD | +33.3% | -29.4% | +62.7% | +50.6% |
| 1Y | +22.9% | -27.9% | +50.8% | +37.4% |
| 3Y | +5.5% | -5.9% | +11.4% | +1.7% |
| 5Y | -41.9% | -23.5% | -18.4% | -39.4% |
| All | -41.9% | -23.0% | -18.9% | -39.4% |
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