-36.7%
SWK vs HBM
+349.4%
-386.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.4% | -6.4% | +5.9% | +1.0% |
| 30D | -5.7% | +5.9% | -11.6% | -7.2% |
| 3M | +24.1% | -8.9% | +33.0% | +25.2% |
| 6M | +24.7% | +10.7% | +14.0% | +19.1% |
| YTD | +33.9% | +38.3% | -4.3% | +20.0% |
| 1Y | +34.7% | +121.3% | -86.7% | +6.7% |
| 3Y | +15.3% | +450.6% | -435.3% | -28.6% |
| All | -36.7% | +349.4% | -386.0% | -59.8% |
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 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