+58.1%
SWK vs HBM
+424.7%
-366.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.0% | -6.2% | +0.7% |
| 7D | +10.7% | +5.0% | +5.7% | +9.3% |
| 30D | +33.3% | -12.7% | +46.1% | +37.2% |
| 3M | +14.7% | -17.4% | +32.1% | +19.1% |
| 6M | +48.5% | -8.9% | +57.4% | +47.8% |
| YTD | +63.9% | +14.9% | +49.0% | +49.7% |
| 1Y | +80.4% | +41.4% | +39.0% | +54.8% |
| 3Y | +58.1% | +462.1% | -404.0% | -19.1% |
| All | +58.1% | +424.7% | -366.6% | -19.1% |
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