+179.5%
SW vs HALO
+692.7%
-513.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -3.0% | -18.1% | +15.1% | -1.3% |
| 30D | +4.2% | -8.2% | +12.3% | +4.8% |
| 3M | -11.5% | -1.1% | -10.4% | -11.6% |
| 6M | +8.6% | +41.9% | -33.3% | +4.8% |
| YTD | +15.0% | +49.6% | -34.6% | +10.2% |
| 1Y | +25.7% | +42.5% | -16.9% | +20.9% |
| 3Y | +44.8% | +170.3% | -125.4% | +29.8% |
| 5Y | -1.7% | +158.4% | -160.1% | -12.8% |
| All | +179.5% | +692.7% | -513.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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