+0.6%
SWKS vs HUBB
+58.1%
-57.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | -0.1% |
| 7D | -6.2% | +1.7% | -7.8% | -7.1% |
| 30D | -1.5% | -9.7% | +8.2% | +3.5% |
| 3M | +23.0% | -15.2% | +38.1% | +33.5% |
| 6M | +27.6% | -14.0% | +41.6% | +37.1% |
| YTD | +32.3% | -2.4% | +34.8% | +28.1% |
| 1Y | +20.1% | -5.8% | +25.9% | +18.7% |
| 3Y | +0.6% | +60.4% | -59.8% | -29.1% |
| All | +0.6% | +58.1% | -57.4% | -29.1% |
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