+724.4%
SW vs HALO
+1,653.3%
-928.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +1.8% | -20.2% | +22.0% | +2.5% |
| 30D | +7.0% | -6.8% | +13.8% | +7.2% |
| 3M | -7.6% | -0.2% | -7.4% | -7.7% |
| 6M | +8.5% | +60.5% | -52.0% | +6.8% |
| YTD | +17.7% | +52.9% | -35.3% | +15.8% |
| 1Y | +27.1% | +50.8% | -23.8% | +25.1% |
| 3Y | +48.2% | +180.6% | -132.4% | +42.7% |
| 5Y | -2.3% | +166.6% | -168.9% | -6.1% |
| 10Y | +183.3% | +801.2% | -617.9% | +165.6% |
| All | +724.4% | +1,653.3% | -928.9% | +719.2% |
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