+115.3%
HBAN vs SWK
+29.2%
+86.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.0% | +11.0% | -13.0% | -7.4% |
| 30D | +2.0% | +30.1% | -28.1% | -11.0% |
| 3M | -10.0% | +14.7% | -24.7% | -16.6% |
| 6M | -5.3% | +44.5% | -49.8% | -22.5% |
| YTD | -8.2% | +59.4% | -67.6% | -29.3% |
| 1Y | +4.2% | +77.5% | -73.3% | -24.2% |
| 3Y | +66.7% | +49.5% | +17.2% | +25.5% |
| 5Y | +21.7% | -24.9% | +46.6% | +28.8% |
| All | +115.3% | +29.2% | +86.0% | +58.1% |
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