-53.0%
SWKS vs HRB
+126.2%
-179.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.2% |
| 7D | +12.5% | -5.7% | +18.2% | +13.5% |
| 30D | +10.5% | +7.9% | +2.6% | +8.8% |
| 3M | -7.4% | +32.1% | -39.5% | -12.4% |
| 6M | +32.7% | +62.2% | -29.6% | +19.5% |
| YTD | +19.2% | +16.4% | +2.8% | +15.7% |
| 1Y | +2.4% | -0.3% | +2.7% | +3.1% |
| 3Y | -25.6% | +36.0% | -61.7% | -32.4% |
| All | -53.0% | +126.2% | -179.3% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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