+326.7%
SYF vs HALO
+966.4%
-639.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.3% | -2.1% | +0.7% | -0.9% |
| 30D | -1.1% | +4.6% | -5.7% | -2.0% |
| 3M | +7.4% | +50.2% | -42.8% | -1.5% |
| 6M | +16.2% | +57.6% | -41.4% | +5.3% |
| YTD | -6.1% | +59.6% | -65.7% | -15.4% |
| 1Y | +3.4% | +41.2% | -37.8% | -4.7% |
| 3Y | +162.9% | +178.9% | -16.0% | +102.9% |
| 5Y | +85.6% | +160.1% | -74.5% | +42.7% |
| 10Y | +262.7% | +967.5% | -704.7% | +109.6% |
| All | +326.7% | +966.4% | -639.7% | +143.1% |
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