+156.6%
HBAN vs SWK
-0.2%
+156.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.1% | +0.2% |
| 7D | +2.1% | -0.7% | +2.8% | +2.4% |
| 30D | -4.5% | -9.7% | +5.2% | +0.4% |
| 3M | +2.6% | +19.5% | -16.9% | -7.1% |
| 6M | +4.7% | +26.0% | -21.3% | -8.3% |
| YTD | -1.5% | +29.1% | -30.6% | -15.2% |
| 1Y | -1.9% | +23.7% | -25.6% | -14.2% |
| 3Y | +75.2% | +15.3% | +59.9% | +51.0% |
| 5Y | +37.2% | -40.6% | +77.8% | +64.5% |
| 10Y | +156.6% | -0.1% | +156.7% | +113.4% |
| All | +156.6% | -0.2% | +156.8% | +113.4% |
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