+592.8%
DHR vs SYF
+340.9%
+251.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | +2.4% | -6.3% | -4.4% |
| 30D | +4.0% | +0.8% | +3.2% | +3.7% |
| 3M | +11.5% | +13.4% | -1.9% | +8.4% |
| 6M | +1.9% | +16.3% | -14.5% | -1.6% |
| YTD | -8.9% | -3.0% | -5.9% | -8.9% |
| 1Y | +5.1% | +5.7% | -0.6% | +3.0% |
| 3Y | -10.3% | +160.1% | -170.4% | -28.2% |
| 5Y | -27.8% | +88.5% | -116.3% | -40.0% |
| 10Y | +203.6% | +263.1% | -59.4% | +105.2% |
| All | +592.8% | +340.9% | +251.9% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling