+305.6%
SWK vs XHB
+177.0%
+128.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | 0.0% |
| 7D | +11.3% | +2.5% | +8.7% | +9.5% |
| 30D | +28.1% | +6.7% | +21.4% | +22.3% |
| 3M | +12.6% | -5.8% | +18.4% | +18.0% |
| 6M | +51.7% | +1.7% | +50.0% | +50.5% |
| YTD | +60.0% | +1.9% | +58.1% | +59.4% |
| 1Y | +72.7% | +0.9% | +71.8% | +73.6% |
| 3Y | +46.3% | +37.6% | +8.7% | +20.4% |
| 5Y | -24.6% | +35.7% | -60.4% | -37.0% |
| 10Y | +32.2% | +262.3% | -230.1% | -41.3% |
| All | +305.6% | +177.0% | +128.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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