+720.3%
HLT vs SWK
+26.9%
+693.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.3% |
| 7D | +4.4% | +11.3% | -6.9% | -0.1% |
| 30D | +16.3% | +31.5% | -15.2% | +4.2% |
| 3M | +22.2% | +14.4% | +7.7% | +15.3% |
| 6M | +20.0% | +46.4% | -26.4% | +1.9% |
| YTD | +32.4% | +61.6% | -29.2% | +7.3% |
| 1Y | +38.6% | +78.7% | -40.1% | +7.7% |
| 3Y | +136.4% | +54.4% | +82.0% | +83.6% |
| 5Y | +162.8% | -25.3% | +188.1% | +174.0% |
| 10Y | +720.3% | +22.4% | +697.9% | +554.1% |
| All | +720.3% | +26.9% | +693.4% | +554.1% |
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 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