+35.3%
SWKS vs HIG
+268.7%
-233.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | -3.1% | +2.1% | -5.3% | -4.1% |
| 30D | +8.3% | +6.7% | +1.6% | +5.2% |
| 3M | +20.2% | -1.9% | +22.2% | +20.5% |
| 6M | +24.9% | +5.3% | +19.6% | +20.6% |
| YTD | +33.2% | +1.3% | +31.8% | +30.5% |
| 1Y | +23.6% | +7.2% | +16.4% | +17.9% |
| 3Y | +1.3% | +96.6% | -95.4% | -27.3% |
| 5Y | -40.6% | +110.0% | -150.6% | -58.8% |
| 10Y | +35.3% | +268.4% | -233.1% | -23.6% |
| All | +35.3% | +268.7% | -233.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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