+254.0%
THC vs SWK
-38.7%
+292.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | +1.3% | -5.7% | +7.0% | +3.4% |
| 3M | +64.2% | +24.1% | +40.2% | +51.1% |
| 6M | +8.3% | +24.7% | -16.4% | -1.2% |
| YTD | +33.4% | +33.9% | -0.6% | +17.5% |
| 1Y | +37.7% | +34.7% | +3.0% | +20.3% |
| 3Y | +236.8% | +15.3% | +221.5% | +197.5% |
| All | +254.0% | -38.7% | +292.7% | +311.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling