+1.0%
SWKS vs HIG
+7.5%
-6.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.3% |
| 7D | +12.5% | +0.3% | +12.2% | +12.6% |
| 30D | +10.5% | -3.2% | +13.7% | +9.9% |
| 3M | -7.4% | +9.1% | -16.5% | -6.7% |
| 6M | +32.7% | -1.8% | +34.4% | +34.7% |
| YTD | +19.2% | +1.8% | +17.4% | +20.0% |
| All | +1.0% | +7.5% | -6.4% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling