+51.9%
SWK vs HALO
+170.1%
-118.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.4% | -3.2% | +1.9% | -0.8% |
| 30D | +25.5% | -14.2% | +39.6% | +28.3% |
| 3M | +11.8% | -0.4% | +12.2% | +11.4% |
| 6M | +48.7% | +43.2% | +5.5% | +39.0% |
| YTD | +57.2% | +49.0% | +8.2% | +45.6% |
| 1Y | +75.3% | +40.8% | +34.4% | +63.6% |
| 3Y | +51.9% | +167.4% | -115.4% | +20.3% |
| All | +51.9% | +170.1% | -118.2% | +20.3% |
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