-5.9%
DHR vs SYF
+164.8%
-170.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +12.1% | +11.9% | +0.1% | +8.6% |
| 6M | +5.4% | +18.9% | -13.5% | +0.7% |
| YTD | -10.0% | -4.6% | -5.4% | -9.8% |
| 1Y | +4.1% | +6.4% | -2.3% | +1.3% |
| All | -5.9% | +164.8% | -170.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling