+2,240.2%
SWKS vs HIG
+1,002.1%
+1,238.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +12.5% | +0.3% | +12.2% | +12.4% |
| 30D | +10.5% | -3.2% | +13.7% | +11.3% |
| 3M | -7.4% | +9.1% | -16.5% | -9.6% |
| 6M | +32.7% | -1.8% | +34.4% | +32.6% |
| YTD | +19.2% | +1.8% | +17.4% | +18.1% |
| 1Y | +2.4% | +4.6% | -2.2% | +0.6% |
| 3Y | -25.6% | +101.6% | -127.3% | -37.4% |
| 5Y | -53.4% | +124.5% | -177.9% | -61.7% |
| 10Y | +23.2% | +317.8% | -294.6% | -14.0% |
| All | +2,240.2% | +1,002.1% | +1,238.1% | +1,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling