+143.0%
HUM vs SWK
+17.8%
+125.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | 0.0% |
| 7D | +7.7% | -2.0% | +9.7% | +8.2% |
| 30D | +5.8% | +24.6% | -18.8% | -0.2% |
| 3M | +14.3% | +10.8% | +3.6% | +10.9% |
| 6M | +50.9% | +46.1% | +4.8% | +35.5% |
| YTD | +74.9% | +56.8% | +18.0% | +53.5% |
| 1Y | +86.9% | +72.7% | +14.2% | +60.0% |
| 3Y | -6.7% | +49.9% | -56.5% | -20.2% |
| 5Y | +4.8% | -30.9% | +35.6% | +13.3% |
| All | +143.0% | +17.8% | +125.1% | +102.9% |
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