+8,981.9%
SWKS vs HST
+1,609.3%
+7,372.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.3% |
| 7D | -4.9% | +3.3% | -8.3% | -6.0% |
| 30D | -1.2% | +16.4% | -17.5% | -6.2% |
| 3M | +24.2% | +5.5% | +18.7% | +21.7% |
| 6M | +21.5% | +31.1% | -9.7% | +10.5% |
| YTD | +33.5% | +55.9% | -22.4% | +14.5% |
| 1Y | +18.9% | +75.6% | -56.7% | -2.3% |
| 3Y | +0.4% | +87.8% | -87.4% | -19.0% |
| 5Y | -44.3% | +86.6% | -130.9% | -55.4% |
| 10Y | +37.1% | +161.1% | -123.9% | -7.0% |
| All | +8,981.9% | +1,609.3% | +7,372.7% | +3,235.5% |
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