+2,101.5%
HCA vs SWK
+127.5%
+1,974.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -0.9% | -2.3% | +1.4% | 0.0% |
| 30D | +10.3% | +30.4% | -20.1% | -0.2% |
| 3M | +23.2% | +12.1% | +11.1% | +17.7% |
| 6M | +19.1% | +49.1% | -29.9% | +1.2% |
| YTD | +9.0% | +60.4% | -51.5% | -11.4% |
| 1Y | +10.2% | +78.3% | -68.1% | -14.4% |
| 3Y | +122.4% | +53.3% | +69.1% | +72.7% |
| 5Y | +116.3% | -27.0% | +143.2% | +125.5% |
| 10Y | +686.6% | +20.8% | +665.7% | +502.8% |
| All | +2,101.5% | +127.5% | +1,974.0% | +1,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling