-19.1%
HAL vs SWKS
+37.5%
-56.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -7.9% | -2.7% | -5.1% | -6.9% |
| 30D | -2.1% | +8.5% | -10.5% | -5.1% |
| 3M | +0.4% | +17.3% | -16.9% | -7.5% |
| 6M | -19.2% | +25.1% | -44.4% | -29.5% |
| YTD | +14.4% | +33.3% | -19.0% | -4.5% |
| 1Y | +18.0% | +22.9% | -4.9% | +2.0% |
| 3Y | -9.7% | +5.5% | -15.2% | -23.1% |
| 5Y | +40.1% | -41.9% | +82.0% | +51.9% |
| 10Y | -19.1% | +32.4% | -51.5% | -44.4% |
| All | -19.1% | +37.5% | -56.6% | -44.4% |
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