-4.5%
SWKS vs USHY
+47.8%
-52.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -0.3% | -5.9% | -5.6% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | +23.0% | -1.8% | +24.8% | +28.5% |
| 6M | +27.6% | -1.0% | +28.6% | +31.2% |
| YTD | +32.3% | +0.5% | +31.9% | +31.0% |
| 1Y | +20.1% | +1.9% | +18.2% | +14.9% |
| 3Y | +0.6% | +24.9% | -24.2% | -39.1% |
| 5Y | -42.3% | +18.8% | -61.1% | -59.3% |
| All | -4.5% | +47.8% | -52.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling