-30.9%
SWK vs ALHC
-60.3%
+29.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.1% | +4.5% | -2.1% |
| 7D | +11.3% | -6.2% | +17.5% | +11.7% |
| 30D | +28.1% | -9.7% | +37.8% | +28.8% |
| 3M | +12.6% | -44.7% | +57.3% | +16.9% |
| 6M | +51.7% | -58.7% | +110.4% | +59.6% |
| YTD | +60.0% | -61.7% | +121.7% | +68.6% |
| 1Y | +72.7% | -55.7% | +128.4% | +79.9% |
| 3Y | +46.3% | +25.6% | +20.7% | +33.3% |
| 5Y | -24.6% | -65.8% | +41.2% | -30.6% |
| All | -30.9% | -60.3% | +29.4% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling