-36.5%
SWKS vs HALO
+156.0%
-192.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.4% | -3.2% | +12.7% | +10.1% |
| 30D | +17.0% | -14.2% | +31.1% | +20.1% |
| 3M | +28.9% | -0.4% | +29.3% | +27.9% |
| 6M | +33.1% | +43.2% | -10.0% | +21.4% |
| YTD | +44.8% | +49.0% | -4.2% | +29.9% |
| 1Y | +36.2% | +40.8% | -4.6% | +23.7% |
| 3Y | +11.5% | +167.4% | -155.9% | -17.9% |
| All | -36.5% | +156.0% | -192.5% | -57.3% |
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