+4.6%
SWKS vs USHY
+48.2%
-43.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.7% |
| 7D | +10.9% | -0.3% | +11.2% | +11.7% |
| 30D | +17.6% | +0.3% | +17.3% | +16.7% |
| 3M | +29.2% | -1.7% | +30.9% | +34.6% |
| 6M | +37.0% | -0.4% | +37.3% | +38.5% |
| YTD | +44.9% | +0.7% | +44.2% | +42.5% |
| 1Y | +33.8% | +1.8% | +32.0% | +28.2% |
| 3Y | +10.2% | +25.3% | -15.1% | -33.9% |
| 5Y | -37.0% | +19.9% | -56.9% | -56.5% |
| All | +4.6% | +48.2% | -43.6% | -50.7% |
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 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