+325.8%
HWM vs SWK
+46.0%
+279.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +3.3% | +11.0% | -7.7% | +0.6% |
| 30D | -7.6% | +30.1% | -37.7% | -13.5% |
| 3M | -28.9% | +14.7% | -43.6% | -31.4% |
| 6M | -19.7% | +44.5% | -64.2% | -27.0% |
| YTD | +0.5% | +59.4% | -58.8% | -11.0% |
| 1Y | +0.3% | +77.5% | -77.3% | -13.3% |
| 3Y | +325.8% | +49.5% | +276.4% | +270.2% |
| All | +325.8% | +46.0% | +279.9% | +270.2% |
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