+652.7%
HCA vs SWK
+17.8%
+634.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.2% |
| 7D | -1.3% | -2.0% | +0.6% | -0.6% |
| 30D | +8.7% | +24.6% | -15.9% | +0.2% |
| 3M | +21.0% | +10.8% | +10.2% | +16.2% |
| 6M | +17.0% | +46.1% | -29.1% | +0.5% |
| YTD | +7.8% | +56.8% | -49.0% | -11.2% |
| 1Y | +6.4% | +72.7% | -66.3% | -15.9% |
| 3Y | +120.0% | +49.9% | +70.2% | +73.1% |
| 5Y | +112.9% | -30.9% | +143.8% | +133.7% |
| All | +652.7% | +17.8% | +634.8% | +499.4% |
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