+0.6%
SWKS vs USHY
+24.4%
-23.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -0.3% | -5.9% | -5.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +23.0% | -1.8% | +24.8% | +31.9% |
| 6M | +27.6% | -1.0% | +28.6% | +33.0% |
| YTD | +32.3% | +0.5% | +31.9% | +29.3% |
| 1Y | +20.1% | +1.9% | +18.2% | +10.3% |
| 3Y | +0.6% | +24.9% | -24.2% | -50.7% |
| All | +0.6% | +24.4% | -23.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling