+148.4%
HYG vs SWK
+242.9%
-94.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | +11.0% | -11.3% | -2.1% |
| 30D | +0.1% | +30.1% | -30.0% | -4.3% |
| 3M | -1.8% | +14.7% | -16.5% | -4.2% |
| 6M | -1.3% | +44.5% | -45.8% | -7.5% |
| YTD | +0.1% | +59.4% | -59.3% | -8.2% |
| 1Y | +1.5% | +77.5% | -76.0% | -8.7% |
| 3Y | +23.8% | +49.5% | -25.7% | +11.6% |
| 5Y | +16.7% | -24.9% | +41.6% | +16.5% |
| 10Y | +53.8% | +31.8% | +22.0% | +29.7% |
| All | +148.4% | +242.9% | -94.5% | +50.0% |
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