+673.6%
SYK vs HALO
+2,417.6%
-1,744.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.3% | -3.4% | -8.9% | -12.0% |
| 30D | -22.4% | +4.3% | -26.7% | -22.8% |
| 3M | -12.3% | +51.8% | -64.1% | -16.6% |
| 6M | -24.3% | +57.8% | -82.1% | -28.3% |
| YTD | -22.8% | +59.0% | -81.8% | -27.1% |
| 1Y | -28.8% | +41.2% | -69.9% | -31.9% |
| 3Y | -4.0% | +177.8% | -181.8% | -16.6% |
| 5Y | +3.8% | +159.5% | -155.6% | -10.1% |
| 10Y | +172.8% | +963.6% | -790.8% | +97.7% |
| All | +673.6% | +2,417.6% | -1,744.1% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling