+8.0%
HUM vs SWK
-30.7%
+38.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -1.4% | +5.1% | +3.9% |
| 30D | +5.5% | +25.5% | -19.9% | +2.8% |
| 3M | +17.1% | +11.8% | +5.4% | +15.5% |
| 6M | +48.3% | +48.7% | -0.4% | +41.0% |
| YTD | +77.4% | +57.2% | +20.2% | +67.4% |
| 1Y | +92.6% | +75.3% | +17.3% | +79.7% |
| 3Y | -6.1% | +51.9% | -58.1% | -11.7% |
| All | +8.0% | -30.7% | +38.7% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling