+5.5%
SWKS vs PH
+137.6%
-132.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -1.7% |
| 7D | -2.7% | +3.0% | -5.8% | -4.5% |
| 30D | +8.5% | -0.6% | +9.1% | +8.4% |
| 3M | +17.3% | -10.7% | +28.0% | +24.9% |
| 6M | +25.1% | +9.1% | +16.0% | +16.6% |
| YTD | +33.3% | +9.5% | +23.8% | +21.1% |
| 1Y | +22.9% | +14.0% | +8.9% | +8.2% |
| 3Y | +5.5% | +138.9% | -133.3% | -48.5% |
| All | +5.5% | +137.6% | -132.1% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling