+2,498.5%
SWKS vs HIG
+967.2%
+1,531.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -6.2% | +1.1% | -7.2% | -6.4% |
| 30D | -1.5% | +5.6% | -7.1% | -2.8% |
| 3M | +23.0% | -6.9% | +29.8% | +24.6% |
| 6M | +27.6% | +1.3% | +26.3% | +26.4% |
| YTD | +32.3% | -1.5% | +33.8% | +31.8% |
| 1Y | +20.1% | +6.6% | +13.5% | +17.4% |
| 3Y | +0.6% | +91.2% | -90.5% | -14.4% |
| 5Y | -42.3% | +106.1% | -148.4% | -51.8% |
| 10Y | +35.9% | +283.7% | -247.8% | -3.6% |
| All | +2,498.5% | +967.2% | +1,531.3% | +1,229.7% |
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