+371.4%
SWK vs HALO
+2,492.7%
-2,121.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.4% | +4.6% | -5.0% | -1.2% |
| 30D | -5.7% | +31.8% | -37.5% | -10.1% |
| 3M | +24.1% | +53.9% | -29.8% | +15.5% |
| 6M | +24.7% | +57.4% | -32.7% | +15.5% |
| YTD | +33.9% | +63.7% | -29.8% | +23.1% |
| 1Y | +34.7% | +50.1% | -15.4% | +25.3% |
| 3Y | +15.3% | +157.3% | -142.1% | -4.1% |
| 5Y | -39.3% | +161.0% | -200.3% | -50.3% |
| 10Y | +2.5% | +1,018.7% | -1,016.2% | -35.3% |
| All | +371.4% | +2,492.7% | -2,121.3% | +120.7% |
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