+755.0%
SW vs HALO
+1,777.2%
-1,022.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -5.1% | +4.6% | -9.7% | -5.2% |
| 30D | -4.6% | +31.8% | -36.4% | -5.5% |
| 3M | +9.4% | +53.9% | -44.5% | +7.8% |
| 6M | +3.5% | +57.4% | -53.9% | +1.9% |
| YTD | +22.0% | +63.7% | -41.7% | +19.9% |
| 1Y | +2.2% | +50.1% | -47.9% | +0.7% |
| 3Y | +19.6% | +157.3% | -137.7% | +15.4% |
| 5Y | -2.3% | +161.0% | -163.3% | -6.1% |
| 10Y | +181.4% | +1,018.7% | -837.3% | +163.1% |
| All | +755.0% | +1,777.2% | -1,022.2% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling