-37.0%
SWKS vs HIG
+107.2%
-144.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +10.9% | -0.1% | +11.0% | +10.9% |
| 30D | +17.6% | +4.4% | +13.2% | +15.3% |
| 3M | +29.2% | 0.0% | +29.2% | +28.5% |
| 6M | +37.0% | +3.8% | +33.2% | +32.9% |
| YTD | +44.9% | +0.7% | +44.3% | +42.4% |
| 1Y | +33.8% | +5.0% | +28.8% | +28.3% |
| 3Y | +10.2% | +95.3% | -85.1% | -27.9% |
| 5Y | -37.0% | +110.8% | -147.8% | -61.1% |
| All | -37.0% | +107.2% | -144.2% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling