-19.5%
HAL vs SWKS
+35.1%
-54.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -6.5% | -3.1% | -3.3% | -5.3% |
| 30D | -2.1% | +8.3% | -10.4% | -5.1% |
| 3M | -4.9% | +20.2% | -25.1% | -13.2% |
| 6M | -19.3% | +24.9% | -44.2% | -29.5% |
| YTD | +14.3% | +33.2% | -18.9% | -4.5% |
| 1Y | +17.3% | +23.6% | -6.3% | +1.1% |
| 3Y | -10.9% | +1.3% | -12.2% | -22.6% |
| 5Y | +47.4% | -40.6% | +88.0% | +57.7% |
| All | -19.5% | +35.1% | -54.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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