-43.6%
SWKS vs PH
+197.3%
-240.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.6% |
| 7D | -6.2% | +2.0% | -8.2% | -7.5% |
| 30D | -1.5% | -3.7% | +2.2% | +0.4% |
| 3M | +23.0% | -14.0% | +37.0% | +34.7% |
| 6M | +27.6% | +2.1% | +25.5% | +23.6% |
| YTD | +32.3% | +5.1% | +27.3% | +23.3% |
| 1Y | +20.1% | +10.9% | +9.2% | +7.5% |
| 3Y | +0.6% | +132.9% | -132.3% | -48.9% |
| All | -43.6% | +197.3% | -240.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling