+509.8%
HWM vs SWK
-25.4%
+535.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -5.2% |
| 7D | -2.4% | +11.3% | -13.7% | -5.6% |
| 30D | -13.3% | +28.1% | -41.3% | -19.5% |
| 3M | -31.0% | +12.6% | -43.6% | -33.6% |
| 6M | -17.1% | +51.7% | -68.9% | -27.1% |
| YTD | -1.9% | +60.0% | -61.8% | -15.4% |
| 1Y | -2.4% | +72.7% | -75.1% | -17.7% |
| 3Y | +322.2% | +46.3% | +275.9% | +257.3% |
| 5Y | +509.8% | -24.6% | +534.5% | +572.0% |
| All | +509.8% | -25.4% | +535.3% | +572.0% |
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