+2.9%
SWKS vs HALO
+45.2%
-42.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +11.8% | +0.5% | +11.3% | +11.7% |
| 30D | +6.7% | +5.0% | +1.7% | +6.2% |
| 3M | 0.0% | +53.1% | -53.1% | -3.5% |
| 6M | +38.7% | +60.8% | -22.0% | +32.9% |
| YTD | +21.4% | +60.9% | -39.6% | +16.5% |
| 1Y | +2.9% | +42.8% | -39.9% | +2.0% |
| All | +2.9% | +45.2% | -42.3% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling