+25.9%
SWKS vs PH
+804.1%
-778.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -3.1% | +15.6% | +14.6% |
| 30D | +10.5% | -3.2% | +13.7% | +12.3% |
| 3M | -7.4% | +10.6% | -18.0% | -13.8% |
| 6M | +32.7% | -2.1% | +34.8% | +31.7% |
| YTD | +19.2% | +10.2% | +9.0% | +9.5% |
| 1Y | +2.4% | +28.2% | -25.8% | -15.2% |
| 3Y | -25.6% | +134.9% | -160.5% | -58.6% |
| 5Y | -53.4% | +253.6% | -307.1% | -80.2% |
| All | +25.9% | +804.1% | -778.3% | -70.6% |
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