+3.7%
HYG vs SWK
+22.8%
-19.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.1% |
| 30D | -0.1% | -9.9% | +9.8% | +0.5% |
| 3M | +0.7% | +15.4% | -14.7% | -0.2% |
| 6M | +1.5% | +25.0% | -23.4% | 0.0% |
| YTD | +1.9% | +27.2% | -25.3% | +0.1% |
| 1Y | +3.7% | +24.6% | -20.9% | +1.9% |
| All | +3.7% | +22.8% | -19.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling