-50.3%
SWKS vs HUBS
-66.3%
+16.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.5% |
| 7D | +6.8% | -6.2% | +13.0% | +8.2% |
| 30D | +11.3% | +6.6% | +4.7% | +8.8% |
| 3M | +4.1% | +16.4% | -12.4% | -2.1% |
| 6M | +39.7% | -19.7% | +59.4% | +40.8% |
| YTD | +23.2% | -42.6% | +65.9% | +35.4% |
| 1Y | +5.3% | -54.2% | +59.4% | +23.3% |
| 3Y | -15.1% | -57.1% | +42.0% | -2.4% |
| 5Y | -50.3% | -66.2% | +15.9% | -47.0% |
| All | -50.3% | -66.3% | +16.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling