+8,902.0%
SWKS vs HRB
+3,613.7%
+5,288.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.5% |
| 7D | -6.2% | +2.7% | -8.8% | -7.0% |
| 30D | -1.5% | +22.1% | -23.6% | -7.7% |
| 3M | +23.0% | +15.7% | +7.3% | +16.1% |
| 6M | +27.6% | +83.3% | -55.7% | +2.3% |
| YTD | +32.3% | +25.0% | +7.3% | +18.3% |
| 1Y | +20.1% | +6.9% | +13.2% | +12.7% |
| 3Y | +0.6% | +39.0% | -38.4% | -15.1% |
| 5Y | -42.3% | +146.4% | -188.7% | -60.6% |
| 10Y | +35.9% | +254.4% | -218.5% | -25.4% |
| All | +8,902.0% | +3,613.7% | +5,288.2% | +3,122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling