+56.8%
HYG vs SWK
+1.6%
+55.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.1% | -8.9% | +8.8% | +1.1% |
| 3M | +1.0% | +20.5% | -19.5% | -1.7% |
| 6M | +2.3% | +27.1% | -24.8% | -1.3% |
| YTD | +2.1% | +30.2% | -28.1% | -2.0% |
| 1Y | +3.8% | +24.8% | -21.0% | 0.0% |
| 3Y | +26.7% | +16.3% | +10.4% | +20.8% |
| 5Y | +19.3% | -40.1% | +59.4% | +23.2% |
| All | +56.8% | +1.6% | +55.1% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling