-11.4%
HUM vs SWK
+15.2%
-26.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | +10.4% | -5.7% | +16.1% | +11.2% |
| 3M | +15.1% | +24.1% | -9.0% | +11.2% |
| 6M | +120.9% | +24.7% | +96.2% | +112.6% |
| YTD | +57.9% | +33.9% | +24.0% | +50.7% |
| 1Y | +30.6% | +34.7% | -4.1% | +24.3% |
| All | -11.4% | +15.2% | -26.6% | -15.7% |
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 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