-12.4%
SWKS vs USHY
+50.7%
-63.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +11.8% | 0.0% | +11.8% | +11.7% |
| 30D | +6.7% | 0.0% | +6.8% | +6.8% |
| 3M | 0.0% | +1.2% | -1.1% | -2.6% |
| 6M | +38.7% | +2.6% | +36.1% | +30.3% |
| YTD | +21.4% | +2.4% | +18.9% | +14.5% |
| 1Y | +2.9% | +4.2% | -1.3% | -6.8% |
| 3Y | -16.4% | +28.0% | -44.4% | -52.3% |
| 5Y | -51.2% | +21.8% | -72.9% | -67.5% |
| All | -12.4% | +50.7% | -63.1% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling