+3.4%
SWK vs HBM
+556.8%
-553.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.4% | -6.4% | +5.9% | +1.1% |
| 30D | -5.7% | +5.9% | -11.6% | -7.3% |
| 3M | +24.1% | -8.9% | +33.0% | +25.2% |
| 6M | +24.7% | +10.7% | +14.0% | +19.0% |
| YTD | +33.9% | +38.3% | -4.3% | +19.6% |
| 1Y | +34.7% | +121.3% | -86.7% | +6.0% |
| 3Y | +15.3% | +450.6% | -435.3% | -30.2% |
| 5Y | -39.3% | +338.0% | -377.3% | -63.6% |
| All | +3.4% | +556.8% | -553.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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