+134.4%
HL vs SWK
+17.8%
+116.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.6% |
| 7D | -7.6% | -2.0% | -5.7% | -6.8% |
| 30D | -17.5% | +24.6% | -42.1% | -24.2% |
| 3M | -26.2% | +10.8% | -37.0% | -29.0% |
| 6M | -35.1% | +46.1% | -81.1% | -43.7% |
| YTD | -30.4% | +56.8% | -87.2% | -41.3% |
| 1Y | -14.0% | +72.7% | -86.7% | -30.0% |
| 3Y | +256.3% | +49.9% | +206.5% | +193.8% |
| 5Y | +112.5% | -30.9% | +143.4% | +124.4% |
| All | +134.4% | +17.8% | +116.6% | +62.2% |
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