-19.1%
HAL vs SYF
+219.4%
-238.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -7.9% | -4.3% | -3.6% | -5.5% |
| 30D | -2.1% | +1.0% | -3.1% | -3.0% |
| 3M | +0.4% | -6.4% | +6.8% | +3.6% |
| 6M | -19.2% | +1.0% | -20.2% | -21.9% |
| YTD | +14.4% | -10.7% | +25.1% | +16.9% |
| 1Y | +18.0% | +1.8% | +16.2% | +10.8% |
| 3Y | -9.7% | +165.8% | -175.5% | -56.7% |
| 5Y | +40.1% | +65.9% | -25.8% | -14.0% |
| 10Y | -19.1% | +206.0% | -225.1% | -68.1% |
| All | -19.1% | +219.4% | -238.5% | -68.1% |
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