-2.5%
HAL vs SWKS
-25.5%
+23.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.5% |
| 7D | +2.9% | +12.5% | -9.6% | -0.1% |
| 30D | +17.0% | +10.5% | +6.5% | +13.9% |
| 3M | -9.7% | -7.4% | -2.3% | -8.2% |
| 6M | +8.6% | +32.7% | -24.0% | -2.1% |
| YTD | +33.0% | +19.2% | +13.8% | +23.5% |
| 1Y | +68.3% | +2.4% | +65.9% | +62.9% |
| All | -2.5% | -25.5% | +23.0% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling