+146.7%
HUM vs SWK
-0.7%
+147.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -0.2% | -4.6% | +4.3% | +0.9% |
| 30D | +3.7% | -9.9% | +13.6% | +6.3% |
| 3M | +10.4% | +15.4% | -5.0% | +5.8% |
| 6M | +125.7% | +25.0% | +100.8% | +110.8% |
| YTD | +57.3% | +27.2% | +30.1% | +46.1% |
| 1Y | +48.6% | +24.6% | +24.0% | +38.5% |
| 3Y | -11.3% | +13.7% | -25.0% | -18.5% |
| 5Y | +0.8% | -41.5% | +42.4% | +13.2% |
| 10Y | +146.7% | +0.7% | +146.0% | +109.7% |
| All | +146.7% | -0.7% | +147.3% | +109.7% |
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