+50.0%
HUM vs SWK
+87.6%
-37.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.1% | -13.2% | -1.9% |
| 7D | +1.6% | +17.9% | -16.3% | -1.0% |
| 30D | +3.5% | +31.9% | -28.4% | -1.0% |
| 3M | +15.5% | +16.6% | -1.1% | +12.9% |
| 6M | +76.2% | +61.1% | +15.1% | +58.2% |
| YTD | +64.5% | +64.2% | +0.3% | +44.2% |
| 1Y | +50.0% | +85.2% | -35.2% | +24.6% |
| All | +50.0% | +87.6% | -37.6% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling