+33.0%
SWKS vs HWM
+1,135.2%
-1,102.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.9% | 0.0% |
| 7D | -9.2% | -2.4% | -6.7% | -8.6% |
| 30D | -1.9% | -13.3% | +11.3% | +2.5% |
| 3M | +21.2% | -31.0% | +52.3% | +36.3% |
| 6M | +12.9% | -17.1% | +30.0% | +17.7% |
| YTD | +30.7% | -1.9% | +32.6% | +26.7% |
| 1Y | +14.1% | -2.4% | +16.6% | +10.6% |
| 3Y | -1.7% | +322.2% | -323.9% | -47.1% |
| 5Y | -43.0% | +509.8% | -552.8% | -73.3% |
| 10Y | +34.3% | +1,453.8% | -1,419.5% | -52.6% |
| All | +33.0% | +1,135.2% | -1,102.2% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling