+165.3%
CNH vs SWK
+2.4%
+162.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.6% |
| 7D | +23.3% | -0.4% | +23.7% | +23.6% |
| 30D | +33.5% | -5.7% | +39.2% | +37.8% |
| 3M | +32.7% | +24.1% | +8.6% | +17.6% |
| 6M | +22.2% | +24.7% | -2.5% | +8.0% |
| YTD | +57.7% | +33.9% | +23.7% | +33.9% |
| 1Y | +28.0% | +34.7% | -6.7% | +7.5% |
| 3Y | +11.5% | +15.3% | -3.7% | -2.3% |
| 5Y | +11.9% | -39.3% | +51.1% | +35.1% |
| All | +165.3% | +2.4% | +162.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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