+50.8%
SWKS vs HUM
+153.9%
-103.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +9.4% | +3.7% | +5.7% | +8.5% |
| 30D | +17.0% | +5.5% | +11.5% | +15.5% |
| 3M | +28.9% | +17.1% | +11.8% | +23.8% |
| 6M | +33.1% | +48.3% | -15.1% | +20.6% |
| YTD | +44.8% | +77.4% | -32.6% | +23.6% |
| 1Y | +36.2% | +92.6% | -56.4% | +13.6% |
| 3Y | +11.5% | -6.1% | +17.6% | +10.3% |
| 5Y | -37.1% | +6.2% | -43.3% | -43.0% |
| All | +50.8% | +153.9% | -103.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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