+19.6%
SW vs HALO
+158.8%
-139.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -5.1% | +4.6% | -9.7% | -5.5% |
| 30D | -4.6% | +31.8% | -36.4% | -6.9% |
| 3M | +9.4% | +53.9% | -44.5% | +5.5% |
| 6M | +3.5% | +57.4% | -53.9% | -0.5% |
| YTD | +22.0% | +63.7% | -41.7% | +16.7% |
| 1Y | +2.2% | +50.1% | -47.9% | -1.8% |
| All | +19.6% | +158.8% | -139.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling