-25.3%
SWK vs HALO
+155.8%
-181.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.7% | +15.4% | +2.8% |
| 7D | +11.0% | -20.8% | +31.9% | +16.1% |
| 30D | +30.1% | -6.5% | +36.5% | +31.3% |
| 3M | +14.7% | +20.8% | -6.2% | +9.3% |
| 6M | +44.5% | +56.2% | -11.7% | +30.1% |
| YTD | +59.4% | +54.0% | +5.4% | +43.6% |
| 1Y | +77.5% | +51.5% | +26.0% | +60.2% |
| 3Y | +49.5% | +193.9% | -144.4% | +10.0% |
| All | -25.3% | +155.8% | -181.0% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling