+2.4%
SWKS vs USHY
+4.6%
-2.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +12.5% | -0.1% | +12.6% | +13.0% |
| 30D | +10.5% | +0.1% | +10.4% | +10.2% |
| 3M | -7.4% | +0.8% | -8.2% | -9.7% |
| 6M | +32.7% | +1.7% | +30.9% | +28.1% |
| YTD | +19.2% | +2.5% | +16.7% | +10.8% |
| 1Y | +2.4% | +4.4% | -2.0% | -14.7% |
| All | +2.4% | +4.6% | -2.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling