+20.1%
SWKS vs HIG
+6.2%
+13.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +0.6% |
| 7D | -6.2% | +1.1% | -7.2% | -5.9% |
| 30D | -1.5% | +5.6% | -7.1% | -0.2% |
| 3M | +23.0% | -6.9% | +29.8% | +21.9% |
| 6M | +27.6% | +1.3% | +26.3% | +28.7% |
| YTD | +32.3% | -1.5% | +33.8% | +32.4% |
| 1Y | +20.1% | +6.6% | +13.5% | +21.9% |
| All | +20.1% | +6.2% | +13.9% | +21.9% |
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