+85.2%
SWK vs ALHC
-51.4%
+136.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +10.1% | +3.0% | +12.3% |
| 7D | +17.9% | -0.5% | +18.4% | +17.7% |
| 30D | +31.9% | -4.2% | +36.2% | +32.0% |
| 3M | +16.6% | -39.8% | +56.4% | +20.1% |
| 6M | +61.1% | -57.7% | +118.9% | +70.0% |
| YTD | +64.2% | -58.8% | +123.0% | +67.6% |
| 1Y | +85.2% | -52.4% | +137.6% | +72.6% |
| All | +85.2% | -51.4% | +136.6% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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