+124.1%
HL vs SWK
-26.0%
+150.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -5.6% | -2.3% | -3.3% | -4.7% |
| 30D | -16.2% | +30.4% | -46.6% | -23.8% |
| 3M | -20.5% | +12.1% | -32.6% | -23.7% |
| 6M | -31.7% | +49.1% | -80.7% | -40.5% |
| YTD | -26.4% | +60.4% | -86.8% | -37.5% |
| 1Y | -4.3% | +78.3% | -82.6% | -21.3% |
| 3Y | +276.9% | +53.3% | +223.6% | +217.3% |
| 5Y | +124.1% | -27.0% | +151.0% | +80.5% |
| All | +124.1% | -26.0% | +150.1% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling