-5.3%
SYK vs HAL
+25.6%
-30.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.1% | +12.5% | +9.0% |
| 7D | +11.7% | -7.7% | +19.4% | +10.8% |
| 30D | +19.1% | +0.7% | +18.4% | +18.9% |
| 3M | +1.4% | +2.5% | -1.0% | +1.5% |
| 6M | +17.4% | -20.7% | +38.1% | +15.8% |
| YTD | -2.5% | +18.4% | -20.9% | -2.3% |
| 1Y | -5.3% | +25.6% | -30.9% | -4.6% |
| All | -5.3% | +25.6% | -30.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling