+586.5%
HLT vs SWK
-0.7%
+587.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | -1.5% | -4.6% | +3.1% | +0.3% |
| 30D | -1.2% | -9.9% | +8.7% | +2.8% |
| 3M | -10.3% | +15.4% | -25.8% | -16.0% |
| 6M | +1.3% | +25.0% | -23.7% | -8.5% |
| YTD | +7.0% | +27.2% | -20.2% | -4.3% |
| 1Y | +11.9% | +24.6% | -12.7% | +0.1% |
| 3Y | +100.7% | +13.7% | +87.0% | +76.6% |
| 5Y | +147.5% | -41.5% | +189.1% | +184.3% |
| 10Y | +586.5% | +0.7% | +585.9% | +497.9% |
| All | +586.5% | -0.7% | +587.2% | +497.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling