+35.3%
SWKS vs PH
+737.8%
-702.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -3.1% | +2.1% | -5.3% | -4.5% |
| 30D | +8.3% | +0.3% | +8.1% | +7.6% |
| 3M | +20.2% | -8.8% | +29.0% | +26.2% |
| 6M | +24.9% | +10.0% | +14.9% | +15.9% |
| YTD | +33.2% | +10.5% | +22.7% | +21.3% |
| 1Y | +23.6% | +15.5% | +8.1% | +9.4% |
| 3Y | +1.3% | +136.4% | -135.1% | -44.1% |
| 5Y | -40.6% | +213.6% | -254.2% | -73.0% |
| 10Y | +35.3% | +713.9% | -678.6% | -62.2% |
| All | +35.3% | +737.8% | -702.5% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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