+23.8%
HYG vs SWK
+46.0%
-22.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | +11.0% | -11.3% | -1.1% |
| 30D | +0.1% | +30.1% | -30.0% | -1.9% |
| 3M | -1.8% | +14.7% | -16.5% | -2.9% |
| 6M | -1.3% | +44.5% | -45.8% | -4.2% |
| YTD | +0.1% | +59.4% | -59.3% | -3.8% |
| 1Y | +1.5% | +77.5% | -76.0% | -3.4% |
| 3Y | +23.8% | +49.5% | -25.7% | +16.9% |
| All | +23.8% | +46.0% | -22.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling