+300.4%
SYF vs HALO
+895.7%
-595.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | -9.4% | -0.4% | -9.0% | -9.8% |
| 6M | +4.4% | +43.2% | -38.8% | -4.0% |
| YTD | -11.9% | +49.0% | -60.9% | -19.9% |
| 1Y | -0.4% | +40.8% | -41.3% | -8.6% |
| 3Y | +159.6% | +167.4% | -7.8% | +101.5% |
| 5Y | +60.9% | +157.4% | -96.5% | +23.4% |
| 10Y | +180.9% | +697.1% | -516.1% | +69.5% |
| All | +300.4% | +895.7% | -595.3% | +129.9% |
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