+58.1%
SWK vs HIG
+94.4%
-36.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +10.7% | -0.5% | +11.2% | +11.0% |
| 30D | +33.3% | +4.5% | +28.9% | +31.0% |
| 3M | +14.7% | -5.5% | +20.1% | +17.5% |
| 6M | +48.5% | +3.1% | +45.4% | +45.0% |
| YTD | +63.9% | -0.8% | +64.7% | +63.3% |
| 1Y | +80.4% | +6.1% | +74.3% | +73.2% |
| 3Y | +58.1% | +94.1% | -36.0% | +29.4% |
| All | +58.1% | +94.4% | -36.3% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling