+156.3%
HON vs SWK
+29.6%
+126.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +0.8% | +11.0% | -10.2% | -3.5% |
| 30D | +5.7% | +30.1% | -24.3% | -4.8% |
| 3M | -8.3% | +14.7% | -23.0% | -13.5% |
| 6M | -2.4% | +44.5% | -46.9% | -16.2% |
| YTD | +9.0% | +59.4% | -50.4% | -10.7% |
| 1Y | +9.2% | +77.5% | -68.3% | -14.6% |
| 3Y | +26.3% | +49.5% | -23.1% | -0.3% |
| 5Y | +9.1% | -24.9% | +34.0% | +13.8% |
| All | +156.3% | +29.6% | +126.8% | +95.0% |
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