-51.2%
SWKS vs HUM
+2.1%
-53.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | +11.8% | +2.1% | +9.7% | +11.6% |
| 30D | +6.7% | +4.7% | +2.0% | +6.3% |
| 3M | 0.0% | +13.5% | -13.5% | -1.2% |
| 6M | +38.7% | +126.7% | -88.0% | +27.1% |
| YTD | +21.4% | +58.5% | -37.2% | +15.2% |
| 1Y | +2.9% | +31.7% | -28.8% | -0.7% |
| 3Y | -16.4% | -10.6% | -5.8% | -16.3% |
| 5Y | -51.2% | +2.5% | -53.6% | -55.2% |
| All | -51.2% | +2.1% | -53.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling