+42.3%
SWKS vs HALO
+924.7%
-882.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.8% |
| 7D | +6.8% | -2.1% | +8.9% | +7.3% |
| 30D | +11.3% | +4.6% | +6.6% | +9.9% |
| 3M | +4.1% | +50.2% | -46.2% | -7.0% |
| 6M | +39.7% | +57.6% | -17.9% | +22.7% |
| YTD | +23.2% | +59.6% | -36.4% | +7.5% |
| 1Y | +5.3% | +41.2% | -35.9% | -5.4% |
| 3Y | -15.1% | +178.9% | -194.0% | -40.0% |
| 5Y | -50.3% | +160.1% | -210.4% | -65.2% |
| 10Y | +42.3% | +967.5% | -925.1% | -28.2% |
| All | +42.3% | +924.7% | -882.4% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling