+460.9%
SWK vs HALO
+2,338.4%
-1,877.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.7% | +15.4% | +2.1% |
| 7D | +11.0% | -20.8% | +31.9% | +15.0% |
| 30D | +30.1% | -6.5% | +36.5% | +31.1% |
| 3M | +14.7% | +20.8% | -6.2% | +10.6% |
| 6M | +44.5% | +56.2% | -11.7% | +33.6% |
| YTD | +59.4% | +54.0% | +5.4% | +47.4% |
| 1Y | +77.5% | +51.5% | +26.0% | +64.5% |
| 3Y | +49.5% | +193.9% | -144.4% | +21.5% |
| 5Y | -24.9% | +154.6% | -179.5% | -38.4% |
| 10Y | +31.8% | +1,124.9% | -1,093.2% | -17.8% |
| All | +460.9% | +2,338.4% | -1,877.4% | +164.4% |
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