+0.4%
HUM vs SWK
-25.5%
+25.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +4.6% | +11.0% | -6.4% | +3.4% |
| 30D | +9.6% | +30.1% | -20.4% | +6.4% |
| 3M | +18.4% | +14.7% | +3.7% | +16.4% |
| 6M | +76.9% | +44.5% | +32.4% | +69.0% |
| YTD | +71.0% | +59.4% | +11.6% | +61.2% |
| 1Y | +75.0% | +77.5% | -2.5% | +63.2% |
| 3Y | -7.7% | +49.5% | -57.1% | -13.0% |
| All | +0.4% | -25.5% | +25.8% | +4.9% |
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 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