+11.2%
HL vs SWK
+1,542.3%
-1,531.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.8% | -2.6% |
| 7D | 0.0% | +11.3% | -11.3% | -3.0% |
| 30D | -15.5% | +28.1% | -43.6% | -21.5% |
| 3M | -12.6% | +12.6% | -25.2% | -15.5% |
| 6M | -15.2% | +51.7% | -66.9% | -24.9% |
| YTD | -24.7% | +60.0% | -84.6% | -34.3% |
| 1Y | +19.4% | +72.7% | -53.2% | +1.8% |
| 3Y | +236.8% | +46.3% | +190.5% | +192.7% |
| 5Y | +146.5% | -24.6% | +171.1% | +149.6% |
| 10Y | +133.7% | +32.2% | +101.4% | +94.9% |
| All | +11.2% | +1,542.3% | -1,531.1% | -13.7% |
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