+78.2%
SYF vs HALO
+157.2%
-79.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -5.5% | -3.4% | -2.1% | -4.9% |
| 30D | -3.9% | +4.3% | -8.1% | -4.6% |
| 3M | +8.9% | +51.8% | -42.9% | -0.1% |
| 6M | +16.2% | +57.8% | -41.6% | +5.5% |
| YTD | -8.4% | +59.0% | -67.4% | -17.2% |
| 1Y | +2.6% | +41.2% | -38.5% | -5.2% |
| 3Y | +156.4% | +177.8% | -21.5% | +94.1% |
| 5Y | +78.2% | +159.5% | -81.3% | +34.0% |
| All | +78.2% | +157.2% | -79.0% | +34.0% |
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