-27.9%
DHR vs SYF
+89.2%
-117.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | +9.0% | +7.4% | +1.5% | +6.7% |
| 6M | +3.5% | +16.2% | -12.7% | -0.7% |
| YTD | -10.1% | -6.1% | -4.0% | -9.5% |
| 1Y | +6.2% | +3.4% | +2.8% | +4.2% |
| 3Y | -5.4% | +162.9% | -168.2% | -28.6% |
| 5Y | -27.9% | +85.6% | -113.5% | -45.7% |
| All | -27.9% | +89.2% | -117.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling