+122.4%
HL vs SWK
+32.9%
+89.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.4% |
| 7D | +13.8% | +10.7% | +3.1% | +9.7% |
| 30D | -9.7% | +33.3% | -43.1% | -19.2% |
| 3M | -8.5% | +14.7% | -23.2% | -13.2% |
| 6M | -17.2% | +48.5% | -65.7% | -28.6% |
| YTD | -19.6% | +63.9% | -83.5% | -33.3% |
| 1Y | +11.1% | +80.4% | -69.3% | -10.9% |
| 3Y | +299.7% | +58.1% | +241.6% | +223.4% |
| 5Y | +156.5% | -24.5% | +181.0% | +160.5% |
| 10Y | +122.4% | +29.5% | +92.9% | +82.8% |
| All | +122.4% | +32.9% | +89.5% | +82.8% |
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