-17.4%
HAL vs SYF
+176.2%
-193.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +2.6% | -3.3% | +5.9% | +4.6% |
| 30D | -0.1% | -2.2% | +2.1% | +0.9% |
| 3M | -1.1% | -9.3% | +8.2% | +3.9% |
| 6M | -20.7% | +2.1% | -22.8% | -23.9% |
| YTD | +17.5% | -12.6% | +30.2% | +21.6% |
| 1Y | +24.1% | -3.4% | +27.6% | +20.4% |
| 3Y | -8.4% | +156.5% | -164.9% | -55.2% |
| 5Y | +53.2% | +59.6% | -6.3% | -3.7% |
| All | -17.4% | +176.2% | -193.6% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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