+167.6%
SYK vs HAL
+5.2%
+162.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -12.3% | -3.3% | -9.1% | -11.8% |
| 30D | -22.4% | +7.2% | -29.7% | -23.5% |
| 3M | -12.3% | -8.8% | -3.5% | -11.1% |
| 6M | -24.3% | +3.0% | -27.3% | -25.3% |
| YTD | -22.8% | +29.4% | -52.2% | -27.3% |
| 1Y | -28.8% | +62.8% | -91.6% | -36.2% |
| 3Y | -4.0% | -6.4% | +2.5% | -6.2% |
| 5Y | +3.8% | +103.6% | -99.8% | -19.0% |
| All | +167.6% | +5.2% | +162.4% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling