+22,282.0%
SYK vs HAL
+579.0%
+21,703.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -12.3% | -3.3% | -9.1% | -11.8% |
| 30D | -22.4% | +7.2% | -29.7% | -23.4% |
| 3M | -12.3% | -8.8% | -3.5% | -11.3% |
| 6M | -24.3% | +3.0% | -27.3% | -25.2% |
| YTD | -22.8% | +29.4% | -52.2% | -26.8% |
| 1Y | -28.8% | +62.8% | -91.6% | -35.4% |
| 3Y | -4.0% | -6.4% | +2.5% | -6.1% |
| 5Y | +3.8% | +103.6% | -99.8% | -14.4% |
| 10Y | +172.8% | +4.3% | +168.5% | +126.5% |
| All | +22,282.0% | +579.0% | +21,703.0% | +11,342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling