-39.8%
HAL vs SYF
+299.1%
-339.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.1% |
| 7D | -0.2% | -3.6% | +3.4% | +1.9% |
| 30D | +1.0% | -1.7% | +2.7% | +1.7% |
| 3M | -2.1% | -7.8% | +5.7% | +1.7% |
| 6M | -17.5% | +3.4% | -20.9% | -21.2% |
| YTD | +18.1% | -12.2% | +30.3% | +21.8% |
| 1Y | +19.7% | -1.6% | +21.3% | +15.0% |
| 3Y | -7.9% | +157.8% | -165.7% | -53.4% |
| 5Y | +53.1% | +61.9% | -8.8% | -2.6% |
| 10Y | -16.8% | +180.0% | -196.8% | -65.4% |
| All | -39.8% | +299.1% | -339.0% | -77.6% |
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