+1,773.8%
HWM vs SWK
+11.5%
+1,762.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -11.0% | -5.7% | -5.3% | -8.5% |
| 3M | +4.0% | +24.1% | -20.0% | -7.9% |
| 6M | -0.2% | +24.7% | -24.9% | -12.5% |
| YTD | +26.7% | +33.9% | -7.3% | +6.4% |
| 1Y | +44.7% | +34.7% | +10.0% | +20.0% |
| 3Y | +426.1% | +15.3% | +410.8% | +335.1% |
| 5Y | +738.5% | -39.3% | +777.8% | +910.6% |
| All | +1,773.8% | +11.5% | +1,762.3% | +1,247.9% |
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 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