-53.0%
SWKS vs HWM
+743.6%
-796.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +12.5% | -2.1% | +14.6% | +13.2% |
| 30D | +10.5% | -11.0% | +21.5% | +15.5% |
| 3M | -7.4% | +4.0% | -11.4% | -9.9% |
| 6M | +32.7% | -0.2% | +32.9% | +30.1% |
| YTD | +19.2% | +26.7% | -7.5% | +3.7% |
| 1Y | +2.4% | +44.7% | -42.3% | -16.9% |
| 3Y | -25.6% | +426.1% | -451.7% | -71.3% |
| All | -53.0% | +743.6% | -796.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling