-18.6%
HAL vs SWKS
+33.1%
-51.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -12.0% | -6.2% | -5.8% | -9.7% |
| 30D | +0.3% | -1.5% | +1.8% | +0.7% |
| 3M | -1.6% | +23.0% | -24.6% | -11.2% |
| 6M | -20.5% | +27.6% | -48.1% | -31.2% |
| YTD | +14.2% | +32.3% | -18.1% | -4.3% |
| 1Y | +18.9% | +20.1% | -1.3% | +3.7% |
| 3Y | -13.7% | +0.6% | -14.4% | -24.9% |
| 5Y | +42.2% | -42.3% | +84.5% | +54.5% |
| All | -18.6% | +33.1% | -51.7% | -43.9% |
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