+32.4%
SWKS vs HST
+144.9%
-112.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +8.5% | +11.6% | -3.1% | +3.0% |
| 3M | +17.3% | +9.5% | +7.8% | +12.2% |
| 6M | +25.1% | +18.9% | +6.2% | +15.0% |
| YTD | +33.3% | +51.0% | -17.6% | +9.5% |
| 1Y | +22.9% | +53.0% | -30.1% | +0.1% |
| 3Y | +5.5% | +87.5% | -82.0% | -21.8% |
| 5Y | -41.9% | +76.7% | -118.6% | -56.6% |
| 10Y | +32.4% | +137.9% | -105.5% | -5.4% |
| All | +32.4% | +144.9% | -112.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling