+8,794.6%
SWKS vs HST
+1,512.4%
+7,282.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -0.1% |
| 7D | -9.2% | -4.2% | -5.0% | -7.9% |
| 30D | -1.9% | +9.6% | -11.5% | -5.0% |
| 3M | +21.2% | -1.1% | +22.3% | +21.4% |
| 6M | +12.9% | +21.1% | -8.2% | +5.5% |
| YTD | +30.7% | +47.1% | -16.4% | +14.3% |
| 1Y | +14.1% | +64.0% | -49.9% | -4.1% |
| 3Y | -1.7% | +77.1% | -78.8% | -19.1% |
| 5Y | -43.0% | +71.8% | -114.8% | -53.1% |
| 10Y | +34.3% | +146.3% | -112.0% | -7.2% |
| All | +8,794.6% | +1,512.4% | +7,282.3% | +3,230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling