-9.4%
SWK vs USHY
+48.7%
-58.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -1.1% |
| 7D | -2.3% | -0.2% | -2.1% | -1.7% |
| 30D | +30.4% | +0.5% | +29.9% | +29.0% |
| 3M | +12.1% | -1.2% | +13.3% | +16.0% |
| 6M | +49.1% | -0.1% | +49.2% | +50.4% |
| YTD | +60.4% | +1.1% | +59.3% | +57.5% |
| 1Y | +78.3% | +2.0% | +76.3% | +71.3% |
| 3Y | +53.3% | +25.8% | +27.5% | -9.8% |
| 5Y | -27.0% | +20.4% | -47.3% | -50.3% |
| All | -9.4% | +48.7% | -58.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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