+1,329.5%
THC vs SWK
+29.6%
+1,299.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +3.7% | +11.0% | -7.3% | -2.1% |
| 30D | +9.0% | +30.1% | -21.0% | -5.5% |
| 3M | +10.4% | +14.7% | -4.3% | +2.1% |
| 6M | +45.7% | +44.5% | +1.2% | +17.9% |
| YTD | +42.6% | +59.4% | -16.8% | +7.1% |
| 1Y | +38.8% | +77.5% | -38.8% | -2.3% |
| 3Y | +418.8% | +49.5% | +369.4% | +267.6% |
| 5Y | +275.7% | -24.9% | +300.6% | +302.3% |
| All | +1,329.5% | +29.6% | +1,299.9% | +1,428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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