+20.1%
SWKS vs PH
+11.6%
+8.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -6.2% | +2.0% | -8.2% | -6.5% |
| 30D | -1.5% | -3.7% | +2.2% | -0.9% |
| 3M | +23.0% | -14.0% | +37.0% | +26.5% |
| 6M | +27.6% | +2.1% | +25.5% | +26.4% |
| YTD | +32.3% | +5.1% | +27.3% | +22.8% |
| 1Y | +20.1% | +10.9% | +9.2% | +4.9% |
| All | +20.1% | +11.6% | +8.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling