+255.0%
HL vs SWK
+46.0%
+209.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +8.9% | +11.0% | -2.1% | +4.5% |
| 30D | -10.1% | +30.1% | -40.1% | -19.3% |
| 3M | -7.0% | +14.7% | -21.7% | -12.1% |
| 6M | -18.8% | +44.5% | -63.3% | -29.7% |
| YTD | -23.1% | +59.4% | -82.5% | -35.8% |
| 1Y | +8.9% | +77.5% | -68.6% | -12.1% |
| 3Y | +255.0% | +49.5% | +205.6% | +175.4% |
| All | +255.0% | +46.0% | +209.0% | +175.4% |
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