+182.7%
SW vs HALO
+1,106.4%
-923.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -15.7% | +14.8% | +0.4% |
| 7D | +2.3% | -20.8% | +23.2% | +4.3% |
| 30D | +6.8% | -6.5% | +13.2% | +7.2% |
| 3M | -5.2% | +20.8% | -26.0% | -7.0% |
| 6M | +7.4% | +56.2% | -48.8% | +2.9% |
| YTD | +17.4% | +54.0% | -36.6% | +12.4% |
| 1Y | +27.1% | +51.5% | -24.4% | +21.8% |
| 3Y | +47.9% | +193.9% | -146.0% | +32.2% |
| 5Y | -2.6% | +154.6% | -157.1% | -12.9% |
| All | +182.7% | +1,106.4% | -923.7% | +126.3% |
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