-17.1%
SWKS vs HUBB
+51.4%
-68.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +0.5% | +12.0% | +12.2% |
| 30D | +10.5% | -10.0% | +20.5% | +16.8% |
| 3M | -7.4% | -4.8% | -2.6% | -5.2% |
| 6M | +32.7% | -5.6% | +38.2% | +33.8% |
| YTD | +19.2% | +4.7% | +14.5% | +12.0% |
| 1Y | +2.4% | +6.7% | -4.3% | -5.2% |
| All | -17.1% | +51.4% | -68.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling