+55.7%
HYG vs SWK
+17.8%
+37.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +0.4% | +24.6% | -24.2% | -2.5% |
| 3M | -1.8% | +10.8% | -12.6% | -3.3% |
| 6M | -0.7% | +46.1% | -46.8% | -5.9% |
| YTD | +0.3% | +56.8% | -56.5% | -6.2% |
| 1Y | +1.4% | +72.7% | -71.3% | -6.5% |
| 3Y | +24.1% | +49.9% | -25.8% | +14.2% |
| 5Y | +17.8% | -30.9% | +48.7% | +19.6% |
| All | +55.7% | +17.8% | +37.8% | +38.2% |
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 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