-36.7%
SWK vs HIG
+124.5%
-161.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.6% |
| 7D | -0.4% | +0.3% | -0.8% | -0.7% |
| 30D | -5.7% | -3.2% | -2.5% | -4.1% |
| 3M | +24.1% | +9.1% | +14.9% | +16.5% |
| 6M | +24.7% | -1.8% | +26.5% | +25.0% |
| YTD | +33.9% | +1.8% | +32.2% | +31.2% |
| 1Y | +34.7% | +4.6% | +30.1% | +29.3% |
| 3Y | +15.3% | +101.6% | -86.4% | -30.6% |
| All | -36.7% | +124.5% | -161.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling