-10.0%
SWK vs USHY
+47.8%
-57.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | -0.3% | +11.3% | +11.9% |
| 30D | +30.1% | 0.0% | +30.0% | +30.1% |
| 3M | +14.7% | -1.8% | +16.5% | +20.6% |
| 6M | +44.5% | -1.0% | +45.5% | +49.4% |
| YTD | +59.4% | +0.5% | +58.9% | +59.1% |
| 1Y | +77.5% | +1.9% | +75.7% | +71.0% |
| 3Y | +49.5% | +24.9% | +24.6% | -10.4% |
| 5Y | -24.9% | +18.8% | -43.7% | -47.1% |
| All | -10.0% | +47.8% | -57.8% | -62.2% |
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