+8,007.1%
SWKS vs PH
+25,185.5%
-17,178.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -3.1% | +15.6% | +14.4% |
| 30D | +10.5% | -3.2% | +13.7% | +12.1% |
| 3M | -7.4% | +10.6% | -18.0% | -13.2% |
| 6M | +32.7% | -2.1% | +34.8% | +31.8% |
| YTD | +19.2% | +10.2% | +9.0% | +10.5% |
| 1Y | +2.4% | +28.2% | -25.8% | -13.3% |
| 3Y | -25.6% | +134.9% | -160.5% | -55.8% |
| 5Y | -53.4% | +253.6% | -307.1% | -78.2% |
| 10Y | +23.2% | +804.7% | -781.6% | -68.0% |
| All | +8,007.1% | +25,185.5% | -17,178.4% | +509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling