+177.1%
SW vs HALO
+689.5%
-512.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -3.2% | +0.3% | -2.6% |
| 30D | +5.0% | -14.2% | +19.2% | +6.3% |
| 3M | -13.7% | -0.4% | -13.3% | -13.8% |
| 6M | +8.0% | +43.2% | -35.2% | +4.2% |
| YTD | +14.0% | +49.0% | -35.0% | +9.3% |
| 1Y | +25.6% | +40.8% | -15.2% | +21.0% |
| 3Y | +40.1% | +167.4% | -127.3% | +25.8% |
| 5Y | -2.6% | +157.4% | -160.0% | -13.5% |
| All | +177.1% | +689.5% | -512.5% | +118.9% |
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