-53.0%
SWKS vs HALO
+162.4%
-215.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +12.5% | +4.6% | +7.9% | +11.4% |
| 30D | +10.5% | +31.8% | -21.3% | +3.6% |
| 3M | -7.4% | +53.9% | -61.3% | -16.2% |
| 6M | +32.7% | +57.4% | -24.7% | +19.0% |
| YTD | +19.2% | +63.7% | -44.6% | +5.5% |
| 1Y | +2.4% | +50.1% | -47.7% | -7.7% |
| 3Y | -25.6% | +157.3% | -183.0% | -43.9% |
| All | -53.0% | +162.4% | -215.4% | -67.2% |
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 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