+242.9%
HL vs SWK
+3.3%
+239.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +25.1% | -5.7% | +30.8% | +28.1% |
| 3M | +22.9% | +24.1% | -1.2% | +13.4% |
| 6M | -4.9% | +24.7% | -29.6% | -12.7% |
| YTD | +7.8% | +33.9% | -26.1% | -3.4% |
| 1Y | +133.9% | +34.7% | +99.2% | +107.4% |
| 3Y | +380.9% | +15.3% | +365.6% | +337.8% |
| 5Y | +230.2% | -39.3% | +269.5% | +264.8% |
| All | +242.9% | +3.3% | +239.7% | +182.9% |
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