+61.0%
SYF vs HALO
+156.0%
-94.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.0% | -3.2% | +1.2% | -1.4% |
| 30D | +1.2% | -14.2% | +15.4% | +3.7% |
| 3M | -9.4% | -0.4% | -9.0% | -9.9% |
| 6M | +4.4% | +43.2% | -38.8% | -3.9% |
| YTD | -11.9% | +49.0% | -60.9% | -19.9% |
| 1Y | -0.4% | +40.8% | -41.3% | -8.5% |
| 3Y | +159.6% | +167.4% | -7.8% | +96.8% |
| All | +61.0% | +156.0% | -94.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling