-53.0%
SWKS vs HIG
+124.5%
-177.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +12.5% | +0.3% | +12.2% | +12.3% |
| 30D | +10.5% | -3.2% | +13.7% | +12.0% |
| 3M | -7.4% | +9.1% | -16.5% | -12.0% |
| 6M | +32.7% | -1.8% | +34.4% | +32.7% |
| YTD | +19.2% | +1.8% | +17.4% | +17.0% |
| 1Y | +2.4% | +4.6% | -2.2% | -1.3% |
| 3Y | -25.6% | +101.6% | -127.3% | -51.9% |
| All | -53.0% | +124.5% | -177.5% | -72.2% |
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