+499.2%
THC vs SWK
+1,275.2%
-776.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -0.7% | -0.4% | -0.2% | -0.5% |
| 30D | +1.3% | -5.7% | +7.0% | +3.7% |
| 3M | +64.2% | +24.1% | +40.2% | +48.9% |
| 6M | +8.3% | +24.7% | -16.4% | -2.9% |
| YTD | +33.4% | +33.9% | -0.6% | +15.1% |
| 1Y | +37.7% | +34.7% | +3.0% | +17.7% |
| 3Y | +236.8% | +15.3% | +221.5% | +192.1% |
| 5Y | +249.3% | -39.3% | +288.5% | +289.6% |
| 10Y | +995.2% | +2.5% | +992.8% | +884.7% |
| All | +499.2% | +1,275.2% | -776.0% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling