+22.2%
SWK vs HIG
+261.7%
-239.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.4% | +2.6% | -4.0% | -2.9% |
| 30D | +25.5% | +4.2% | +21.3% | +22.6% |
| 3M | +11.8% | +0.2% | +11.6% | +11.4% |
| 6M | +48.7% | +4.6% | +44.1% | +43.2% |
| YTD | +57.2% | +1.1% | +56.1% | +54.3% |
| 1Y | +75.3% | +4.7% | +70.6% | +68.3% |
| 3Y | +51.9% | +95.5% | -43.5% | -1.8% |
| 5Y | -30.7% | +111.7% | -142.4% | -57.7% |
| All | +22.2% | +261.7% | -239.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling