+536.9%
HWM vs SWK
-25.5%
+562.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +3.3% | +11.0% | -7.7% | 0.0% |
| 30D | -7.6% | +30.1% | -37.7% | -14.6% |
| 3M | -28.9% | +14.7% | -43.6% | -31.9% |
| 6M | -19.7% | +44.5% | -64.2% | -28.4% |
| YTD | +0.5% | +59.4% | -58.8% | -13.2% |
| 1Y | +0.3% | +77.5% | -77.3% | -16.1% |
| 3Y | +325.8% | +49.5% | +276.4% | +257.7% |
| All | +536.9% | -25.5% | +562.4% | +606.5% |
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