-43.6%
SWKS vs THC
+274.4%
-318.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -6.2% | +3.7% | -9.8% | -7.1% |
| 30D | -1.5% | +9.0% | -10.5% | -3.8% |
| 3M | +23.0% | +10.4% | +12.6% | +19.4% |
| 6M | +27.6% | +45.7% | -18.1% | +14.4% |
| YTD | +32.3% | +42.6% | -10.3% | +18.0% |
| 1Y | +20.1% | +38.8% | -18.6% | +7.7% |
| 3Y | +0.6% | +418.8% | -418.2% | -42.2% |
| All | -43.6% | +274.4% | -318.0% | -65.4% |
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