+167.6%
SYK vs HALO
+977.5%
-810.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.3% | -3.4% | -8.9% | -11.8% |
| 30D | -22.4% | +4.3% | -26.7% | -23.0% |
| 3M | -12.3% | +51.8% | -64.1% | -18.5% |
| 6M | -24.3% | +57.8% | -82.1% | -30.2% |
| YTD | -22.8% | +59.0% | -81.8% | -29.1% |
| 1Y | -28.8% | +41.2% | -69.9% | -33.4% |
| 3Y | -4.0% | +177.8% | -181.8% | -22.7% |
| 5Y | +3.8% | +159.5% | -155.6% | -16.8% |
| All | +167.6% | +977.5% | -810.0% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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