+250.1%
SYF vs HALO
+979.6%
-729.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.9% | -2.7% | -2.2% | -4.3% |
| 30D | -4.3% | +5.3% | -9.6% | -5.4% |
| 3M | +5.5% | +51.6% | -46.0% | -4.6% |
| 6M | +17.5% | +61.3% | -43.7% | +4.5% |
| YTD | -7.8% | +59.3% | -67.1% | -18.0% |
| 1Y | +1.6% | +38.3% | -36.6% | -6.9% |
| 3Y | +154.8% | +185.9% | -31.1% | +87.0% |
| 5Y | +79.5% | +159.9% | -80.5% | +31.8% |
| All | +250.1% | +979.6% | -729.4% | +87.4% |
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