+21.7%
SWK vs HIG
+269.9%
-248.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.7% |
| 7D | +11.3% | +2.1% | +9.2% | +10.0% |
| 30D | +31.5% | +6.7% | +24.7% | +26.6% |
| 3M | +14.4% | -1.9% | +16.4% | +15.5% |
| 6M | +46.4% | +5.3% | +41.1% | +40.4% |
| YTD | +61.6% | +1.3% | +60.2% | +58.5% |
| 1Y | +78.7% | +7.2% | +71.5% | +69.2% |
| 3Y | +54.4% | +96.6% | -42.2% | -0.5% |
| 5Y | -25.3% | +110.0% | -135.3% | -54.1% |
| All | +21.7% | +269.9% | -248.2% | -44.3% |
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