+59.1%
HL vs SWK
+1,275.2%
-1,216.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +25.1% | -5.7% | +30.8% | +27.4% |
| 3M | +22.9% | +24.1% | -1.2% | +15.4% |
| 6M | -4.9% | +24.7% | -29.6% | -10.9% |
| YTD | +7.8% | +33.9% | -26.1% | -1.0% |
| 1Y | +133.9% | +34.7% | +99.2% | +113.2% |
| 3Y | +380.9% | +15.3% | +365.6% | +347.8% |
| 5Y | +230.2% | -39.3% | +269.5% | +255.7% |
| 10Y | +265.6% | +2.5% | +263.1% | +227.6% |
| All | +59.1% | +1,275.2% | -1,216.1% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling