+50.0%
SWK vs HBM
+341.4%
-291.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -0.8% |
| 7D | +11.3% | -11.9% | +23.2% | +14.6% |
| 30D | +28.1% | -23.6% | +51.7% | +36.2% |
| 3M | +12.6% | -20.5% | +33.1% | +18.0% |
| 6M | +51.7% | -7.9% | +59.6% | +50.2% |
| YTD | +60.0% | +3.8% | +56.2% | +49.9% |
| 1Y | +72.7% | +31.7% | +41.0% | +50.7% |
| All | +50.0% | +341.4% | -291.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling