+42.3%
SWKS vs HUM
+148.3%
-106.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | +11.3% | +3.7% | +7.6% | +10.3% |
| 3M | +4.1% | +10.4% | -6.4% | +1.5% |
| 6M | +39.7% | +125.7% | -86.1% | +13.7% |
| YTD | +23.2% | +57.3% | -34.1% | +8.5% |
| 1Y | +5.3% | +48.6% | -43.4% | -6.5% |
| 3Y | -15.1% | -11.3% | -3.8% | -15.6% |
| 5Y | -50.3% | +0.8% | -51.1% | -55.0% |
| 10Y | +42.3% | +146.7% | -104.3% | +5.8% |
| All | +42.3% | +148.3% | -106.0% | +5.8% |
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