+483.4%
SWK vs HBM
+435.3%
+48.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -1.0% |
| 7D | +11.3% | -11.9% | +23.2% | +14.4% |
| 30D | +28.1% | -23.6% | +51.7% | +35.5% |
| 3M | +12.6% | -20.5% | +33.1% | +17.5% |
| 6M | +51.7% | -7.9% | +59.6% | +51.2% |
| YTD | +60.0% | +3.8% | +56.2% | +53.1% |
| 1Y | +72.7% | +31.7% | +41.0% | +56.4% |
| 3Y | +46.3% | +342.4% | -296.1% | -2.3% |
| 5Y | -24.6% | +205.5% | -230.1% | -48.4% |
| 10Y | +32.2% | +379.4% | -347.2% | -31.6% |
| All | +483.4% | +435.3% | +48.0% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling