+164.1%
HON vs SWK
+32.9%
+131.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.2% | +3.0% |
| 7D | +2.3% | +10.7% | -8.3% | -1.8% |
| 30D | +10.2% | +33.3% | -23.1% | -1.7% |
| 3M | -6.7% | +14.7% | -21.4% | -11.9% |
| 6M | +3.3% | +48.5% | -45.2% | -12.1% |
| YTD | +13.4% | +63.9% | -50.5% | -8.1% |
| 1Y | +14.7% | +80.4% | -65.7% | -10.8% |
| 3Y | +33.4% | +58.1% | -24.7% | +2.9% |
| 5Y | +12.7% | -24.5% | +37.2% | +17.7% |
| 10Y | +164.1% | +29.5% | +134.6% | +100.2% |
| All | +164.1% | +32.9% | +131.2% | +100.2% |
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