+641.9%
HCA vs SWK
+29.2%
+612.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +4.6% | +11.0% | -6.4% | +0.6% |
| 30D | +12.7% | +30.1% | -17.3% | +2.3% |
| 3M | +21.3% | +14.7% | +6.6% | +15.0% |
| 6M | +15.7% | +44.5% | -28.8% | -0.1% |
| YTD | +6.6% | +59.4% | -52.8% | -12.6% |
| 1Y | +5.7% | +77.5% | -71.8% | -17.2% |
| 3Y | +119.2% | +49.5% | +69.8% | +73.2% |
| 5Y | +107.9% | -24.9% | +132.8% | +118.7% |
| All | +641.9% | +29.2% | +612.7% | +510.7% |
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