-36.5%
SWKS vs HUBB
+126.3%
-162.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | +1.8% | +7.7% | +8.4% |
| 30D | +17.0% | -7.7% | +24.7% | +21.6% |
| 3M | +28.9% | -13.6% | +42.5% | +38.8% |
| 6M | +33.1% | -9.1% | +42.3% | +39.1% |
| YTD | +44.8% | -0.7% | +45.5% | +40.1% |
| 1Y | +36.2% | +1.1% | +35.1% | +30.2% |
| 3Y | +11.5% | +56.2% | -44.7% | -20.1% |
| All | -36.5% | +126.3% | -162.8% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling