-18.6%
HAL vs SWK
+29.6%
-48.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -12.0% | +11.0% | -23.0% | -17.4% |
| 30D | +0.3% | +30.1% | -29.8% | -13.6% |
| 3M | -1.6% | +14.7% | -16.3% | -9.8% |
| 6M | -20.5% | +44.5% | -65.0% | -36.9% |
| YTD | +14.2% | +59.4% | -45.2% | -16.2% |
| 1Y | +18.9% | +77.5% | -58.7% | -18.5% |
| 3Y | -13.7% | +49.5% | -63.2% | -39.3% |
| 5Y | +42.2% | -24.9% | +67.1% | +48.2% |
| All | -18.6% | +29.6% | -48.1% | -39.4% |
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