+144.4%
HUM vs SWK
+20.6%
+123.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.9% | -2.3% | +9.2% | +7.5% |
| 30D | +3.2% | +30.4% | -27.2% | -3.7% |
| 3M | +20.0% | +12.1% | +7.8% | +16.0% |
| 6M | +63.5% | +49.1% | +14.4% | +46.1% |
| YTD | +75.9% | +60.4% | +15.5% | +53.6% |
| 1Y | +85.7% | +78.3% | +7.4% | +57.7% |
| 3Y | -6.1% | +53.3% | -59.4% | -20.2% |
| 5Y | +5.1% | -27.0% | +32.1% | +11.6% |
| All | +144.4% | +20.6% | +123.8% | +103.0% |
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