+148.3%
HYG vs SWK
+247.6%
-99.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.3% | +11.3% | -11.0% | -1.6% |
| 30D | -0.1% | +31.5% | -31.5% | -4.6% |
| 3M | -1.9% | +14.4% | -16.4% | -4.3% |
| 6M | -1.3% | +46.4% | -47.7% | -7.8% |
| YTD | +0.1% | +61.6% | -61.5% | -8.5% |
| 1Y | +1.0% | +78.7% | -77.7% | -9.3% |
| 3Y | +23.8% | +54.4% | -30.6% | +11.0% |
| 5Y | +17.3% | -25.3% | +42.6% | +17.3% |
| 10Y | +55.0% | +22.4% | +32.6% | +32.9% |
| All | +148.3% | +247.6% | -99.4% | +49.6% |
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