+30.8%
HON vs SWK
+54.4%
-23.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +1.9% | +11.3% | -9.4% | -1.1% |
| 30D | +9.9% | +31.5% | -21.6% | +2.1% |
| 3M | -5.8% | +14.4% | -20.2% | -9.3% |
| 6M | +3.0% | +46.4% | -43.5% | -7.2% |
| YTD | +13.1% | +61.6% | -48.5% | -1.1% |
| 1Y | +13.2% | +78.7% | -65.6% | -3.6% |
| 3Y | +30.8% | +54.4% | -23.6% | +9.1% |
| All | +30.8% | +54.4% | -23.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling