+281.4%
HL vs SWK
+54.4%
+227.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -6.7% |
| 7D | +8.2% | +11.3% | -3.1% | +3.7% |
| 30D | -16.3% | +31.5% | -47.8% | -25.2% |
| 3M | -18.6% | +14.4% | -33.0% | -22.9% |
| 6M | -23.2% | +46.4% | -69.6% | -33.9% |
| YTD | -25.5% | +61.6% | -87.1% | -38.1% |
| 1Y | -4.8% | +78.7% | -83.5% | -23.3% |
| 3Y | +281.4% | +54.4% | +227.0% | +189.9% |
| All | +281.4% | +54.4% | +227.0% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling