+5,578.4%
HUM vs SWK
+1,275.2%
+4,303.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | +10.4% | -5.7% | +16.1% | +12.2% |
| 3M | +15.1% | +24.1% | -9.0% | +7.3% |
| 6M | +120.9% | +24.7% | +96.2% | +104.5% |
| YTD | +57.9% | +33.9% | +24.0% | +43.1% |
| 1Y | +30.6% | +34.7% | -4.1% | +17.8% |
| 3Y | -9.6% | +15.3% | -24.9% | -18.5% |
| 5Y | +1.6% | -39.3% | +40.9% | +7.1% |
| 10Y | +146.4% | +2.5% | +144.0% | +106.9% |
| All | +5,578.4% | +1,275.2% | +4,303.2% | +1,877.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling