-7.4%
SWK vs USHY
+48.2%
-55.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.0% |
| 7D | +10.7% | +0.8% | +9.9% | +8.6% |
| 30D | +33.3% | +0.2% | +33.1% | +32.7% |
| 3M | +14.7% | -1.7% | +16.3% | +20.2% |
| 6M | +48.5% | -0.6% | +49.2% | +52.0% |
| YTD | +63.9% | +0.8% | +63.1% | +62.3% |
| 1Y | +80.4% | +2.1% | +78.3% | +72.7% |
| 3Y | +58.1% | +26.0% | +32.2% | -7.3% |
| 5Y | -24.5% | +19.2% | -43.7% | -47.3% |
| All | -7.4% | +48.2% | -55.7% | -61.5% |
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