-37.0%
SWKS vs HRB
+143.9%
-180.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +10.9% | -7.8% | +18.6% | +12.2% |
| 30D | +17.6% | +15.7% | +1.9% | +14.6% |
| 3M | +29.2% | -5.5% | +34.7% | +30.0% |
| 6M | +37.0% | +41.1% | -4.2% | +27.3% |
| YTD | +44.9% | +20.4% | +24.6% | +39.5% |
| 1Y | +33.8% | +15.2% | +18.6% | +30.2% |
| 3Y | +10.2% | +24.3% | -14.1% | +2.4% |
| 5Y | -37.0% | +144.7% | -181.7% | -49.2% |
| All | -37.0% | +143.9% | -180.9% | -49.2% |
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