+130.0%
HL vs SWK
+18.1%
+111.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -11.1% | -1.4% | -9.8% | -10.5% |
| 30D | -12.1% | +25.5% | -37.5% | -19.4% |
| 3M | -26.1% | +11.8% | -37.9% | -29.1% |
| 6M | -37.7% | +48.7% | -86.4% | -46.3% |
| YTD | -31.7% | +57.2% | -88.9% | -42.5% |
| 1Y | -11.6% | +75.3% | -86.9% | -28.5% |
| 3Y | +249.6% | +51.9% | +197.7% | +186.8% |
| 5Y | +108.5% | -30.7% | +139.3% | +120.0% |
| All | +130.0% | +18.1% | +111.9% | +59.0% |
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 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