-29.9%
SWK vs HBM
+194.0%
-223.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | +25.5% | -11.8% | +37.3% | +28.7% |
| 3M | +11.8% | -19.2% | +31.0% | +16.5% |
| 6M | +48.7% | -22.9% | +71.6% | +54.5% |
| YTD | +57.2% | +7.8% | +49.4% | +47.8% |
| 1Y | +75.3% | +34.9% | +40.3% | +55.6% |
| 3Y | +51.9% | +422.2% | -370.3% | -6.7% |
| All | -29.9% | +194.0% | -223.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling