+0.6%
SWKS vs HUM
-5.9%
+6.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.9% |
| 7D | -6.2% | +4.6% | -10.8% | -6.4% |
| 30D | -1.5% | +9.6% | -11.1% | -2.1% |
| 3M | +23.0% | +18.4% | +4.6% | +21.4% |
| 6M | +27.6% | +76.9% | -49.3% | +22.2% |
| YTD | +32.3% | +71.0% | -38.7% | +26.6% |
| 1Y | +20.1% | +75.0% | -54.9% | +14.5% |
| 3Y | +0.6% | -7.7% | +8.3% | -4.6% |
| All | +0.6% | -5.9% | +6.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling