+50.8%
SWKS vs HWM
+1,487.1%
-1,436.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +9.4% | +7.3% | +2.1% | +6.7% |
| 30D | +17.0% | +1.6% | +15.4% | +15.6% |
| 3M | +28.9% | -21.9% | +50.8% | +38.9% |
| 6M | +33.1% | -19.0% | +52.2% | +40.8% |
| YTD | +44.8% | +7.9% | +36.8% | +35.5% |
| 1Y | +36.2% | +9.9% | +26.3% | +26.4% |
| 3Y | +11.5% | +342.1% | -330.6% | -41.2% |
| 5Y | -37.1% | +600.8% | -637.8% | -72.1% |
| All | +50.8% | +1,487.1% | -1,436.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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