+1,345.3%
THC vs SWK
+30.0%
+1,315.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.6% |
| 7D | +5.9% | +11.3% | -5.4% | -0.1% |
| 30D | +10.8% | +28.1% | -17.3% | -3.2% |
| 3M | +9.4% | +12.6% | -3.1% | +2.2% |
| 6M | +53.3% | +51.7% | +1.5% | +20.8% |
| YTD | +44.2% | +60.0% | -15.8% | +8.0% |
| 1Y | +37.3% | +72.7% | -35.4% | -1.8% |
| 3Y | +421.6% | +46.3% | +375.3% | +274.8% |
| 5Y | +279.8% | -24.6% | +304.4% | +306.0% |
| All | +1,345.3% | +30.0% | +1,315.3% | +1,441.8% |
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