+31.0%
SWKS vs HIG
+304.7%
-273.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.7% |
| 7D | +11.8% | -1.1% | +12.9% | +12.3% |
| 30D | +6.7% | -4.9% | +11.6% | +8.9% |
| 3M | 0.0% | +6.8% | -6.8% | -3.4% |
| 6M | +38.7% | -1.7% | +40.4% | +38.3% |
| YTD | +21.4% | -0.2% | +21.6% | +20.2% |
| 1Y | +2.9% | +5.7% | -2.8% | -1.0% |
| 3Y | -16.4% | +100.3% | -116.7% | -40.3% |
| 5Y | -51.2% | +118.5% | -169.6% | -66.6% |
| 10Y | +31.0% | +309.7% | -278.7% | -36.8% |
| All | +31.0% | +304.7% | -273.7% | -36.8% |
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