-14.9%
HAL vs SWKS
+49.3%
-64.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +6.1% | +9.4% | -3.3% | +2.4% |
| 30D | +2.9% | +17.0% | -14.1% | -3.3% |
| 3M | +3.3% | +28.9% | -25.6% | -8.2% |
| 6M | -16.9% | +33.1% | -50.1% | -29.0% |
| YTD | +21.2% | +44.8% | -23.6% | -2.1% |
| 1Y | +27.5% | +36.2% | -8.7% | +5.8% |
| 3Y | -6.4% | +11.5% | -17.9% | -21.8% |
| 5Y | +58.0% | -37.1% | +95.1% | +66.0% |
| All | -14.9% | +49.3% | -64.2% | -43.8% |
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