+51.0%
SWKS vs HST
+133.9%
-82.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +10.9% | +3.6% | +7.2% | +9.0% |
| 30D | +17.6% | +9.9% | +7.7% | +12.4% |
| 3M | +29.2% | +12.9% | +16.3% | +21.8% |
| 6M | +37.0% | +22.9% | +14.1% | +23.9% |
| YTD | +44.9% | +52.4% | -7.5% | +18.3% |
| 1Y | +33.8% | +52.5% | -18.7% | +9.0% |
| 3Y | +10.2% | +87.4% | -77.2% | -18.6% |
| 5Y | -37.0% | +82.9% | -119.9% | -53.6% |
| All | +51.0% | +133.9% | -82.9% | +4.8% |
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