+17.5%
SWK vs ALHC
+136.3%
-118.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -0.6% | +0.1% | -0.4% |
| 30D | -5.7% | -1.0% | -4.7% | -5.7% |
| 3M | +24.1% | -10.2% | +34.2% | +24.1% |
| 6M | +24.7% | -28.3% | +53.0% | +25.9% |
| YTD | +33.9% | -31.4% | +65.4% | +35.3% |
| 1Y | +34.7% | -16.9% | +51.6% | +34.9% |
| All | +17.5% | +136.3% | -118.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling