-43.0%
SWKS vs HDB
-26.0%
-17.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | -9.2% | +13.3% | -22.5% | -13.0% |
| 30D | -1.9% | +10.2% | -12.1% | -5.3% |
| 3M | +21.2% | +3.6% | +17.7% | +19.2% |
| 6M | +12.9% | -0.5% | +13.4% | +11.6% |
| YTD | +30.7% | -32.4% | +63.1% | +49.8% |
| 1Y | +14.1% | -31.1% | +45.2% | +29.6% |
| 3Y | -1.7% | -12.6% | +10.9% | -2.4% |
| 5Y | -43.0% | -25.7% | -17.3% | -40.5% |
| All | -43.0% | -26.0% | -17.0% | -40.5% |
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 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