+51.0%
SWKS vs HUBS
+271.5%
-220.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.7% | +1.0% |
| 7D | +10.9% | +5.3% | +5.6% | +9.2% |
| 30D | +17.6% | -2.5% | +20.1% | +17.9% |
| 3M | +29.2% | +2.7% | +26.5% | +24.8% |
| 6M | +37.0% | +20.2% | +16.8% | +20.6% |
| YTD | +44.9% | -46.2% | +91.2% | +59.6% |
| 1Y | +33.8% | -45.3% | +79.1% | +46.2% |
| 3Y | +10.2% | -49.7% | +59.9% | +18.2% |
| 5Y | -37.0% | -74.3% | +37.3% | -21.6% |
| All | +51.0% | +271.5% | -220.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling