-43.0%
SWKS vs THC
+287.8%
-330.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.6% |
| 7D | -9.2% | +5.9% | -15.1% | -10.6% |
| 30D | -1.9% | +10.8% | -12.7% | -4.5% |
| 3M | +21.2% | +9.4% | +11.8% | +18.0% |
| 6M | +12.9% | +53.3% | -40.4% | -0.3% |
| YTD | +30.7% | +44.2% | -13.4% | +16.3% |
| 1Y | +14.1% | +37.3% | -23.2% | +2.8% |
| 3Y | -1.7% | +421.6% | -423.3% | -43.6% |
| 5Y | -43.0% | +279.8% | -322.8% | -65.2% |
| All | -43.0% | +287.8% | -330.8% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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