-32.3%
HAL vs SYF
+340.9%
-373.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +1.5% |
| 30D | +17.0% | +0.8% | +16.2% | +16.1% |
| 3M | -9.7% | +13.4% | -23.1% | -17.5% |
| 6M | +8.6% | +16.3% | -7.7% | -3.5% |
| YTD | +33.0% | -3.0% | +36.0% | +30.2% |
| 1Y | +68.3% | +5.7% | +62.6% | +55.5% |
| 3Y | +0.1% | +160.1% | -160.0% | -49.5% |
| 5Y | +102.6% | +88.5% | +14.1% | +18.0% |
| 10Y | +3.8% | +263.1% | -259.2% | -61.5% |
| All | -32.3% | +340.9% | -373.2% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling