+32.1%
SWKS vs HST
+142.8%
-110.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -2.7% | -3.5% | -5.1% |
| 30D | -1.5% | +10.7% | -12.2% | -6.1% |
| 3M | +23.0% | +6.3% | +16.7% | +19.3% |
| 6M | +27.6% | +19.0% | +8.6% | +17.3% |
| YTD | +32.3% | +47.0% | -14.7% | +10.0% |
| 1Y | +20.1% | +53.4% | -33.3% | -2.3% |
| 3Y | +0.6% | +78.0% | -77.4% | -23.7% |
| 5Y | -42.3% | +71.7% | -114.0% | -56.3% |
| All | +32.1% | +142.8% | -110.7% | -3.4% |
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