+914.3%
SWK vs HIG
+967.2%
-52.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +11.0% | +1.1% | +10.0% | +10.8% |
| 30D | +30.1% | +5.6% | +24.5% | +28.3% |
| 3M | +14.7% | -6.9% | +21.5% | +16.7% |
| 6M | +44.5% | +1.3% | +43.2% | +43.5% |
| YTD | +59.4% | -1.5% | +60.8% | +59.4% |
| 1Y | +77.5% | +6.6% | +70.9% | +73.9% |
| 3Y | +49.5% | +91.2% | -41.7% | +25.6% |
| 5Y | -24.9% | +106.1% | -131.0% | -37.9% |
| 10Y | +31.8% | +283.7% | -251.9% | -6.9% |
| All | +914.3% | +967.2% | -52.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling