+20.8%
SWK vs HIG
+268.2%
-247.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.9% |
| 30D | +30.4% | +5.4% | +25.1% | +26.6% |
| 3M | +12.1% | -0.9% | +13.1% | +12.5% |
| 6M | +49.1% | +4.8% | +44.3% | +43.4% |
| YTD | +60.4% | +0.9% | +59.6% | +57.8% |
| 1Y | +78.3% | +6.5% | +71.9% | +69.5% |
| 3Y | +53.3% | +95.7% | -42.4% | -0.9% |
| 5Y | -27.0% | +107.1% | -134.0% | -54.8% |
| 10Y | +20.8% | +262.6% | -241.8% | -44.5% |
| All | +20.8% | +268.2% | -247.4% | -44.5% |
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