+8,794.6%
SWKS vs PH
+23,338.9%
-14,544.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.9% |
| 7D | -9.2% | -3.9% | -5.3% | -7.2% |
| 30D | -1.9% | -9.4% | +7.5% | +3.2% |
| 3M | +21.2% | -10.3% | +31.5% | +27.8% |
| 6M | +12.9% | +2.7% | +10.2% | +9.5% |
| YTD | +30.7% | +2.1% | +28.6% | +26.0% |
| 1Y | +14.1% | +16.2% | -2.1% | +1.6% |
| 3Y | -1.7% | +129.3% | -131.0% | -40.8% |
| 5Y | -43.0% | +191.7% | -234.7% | -70.3% |
| 10Y | +34.3% | +759.2% | -724.9% | -64.2% |
| All | +8,794.6% | +23,338.9% | -14,544.2% | +594.5% |
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 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