+3.2%
HAL vs SWK
+3.3%
-0.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | +2.9% | -0.4% | +3.4% | +3.2% |
| 30D | +17.0% | -5.7% | +22.8% | +20.5% |
| 3M | -9.7% | +24.1% | -33.7% | -21.1% |
| 6M | +8.6% | +24.7% | -16.1% | -7.2% |
| YTD | +33.0% | +33.9% | -1.0% | +8.3% |
| 1Y | +68.3% | +34.7% | +33.6% | +34.9% |
| 3Y | +0.1% | +15.3% | -15.2% | -18.1% |
| 5Y | +102.6% | -39.3% | +141.9% | +140.5% |
| All | +3.2% | +3.3% | -0.1% | -16.8% |
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