+155.3%
HBAN vs SYF
+258.4%
-103.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.3% |
| 7D | -1.0% | -4.9% | +3.9% | +2.1% |
| 30D | -5.6% | -4.3% | -1.3% | -3.1% |
| 3M | -1.1% | +5.5% | -6.7% | -5.2% |
| 6M | +9.9% | +17.5% | -7.6% | -1.8% |
| YTD | -0.9% | -7.8% | +6.8% | +2.3% |
| 1Y | -1.4% | +1.6% | -3.0% | -4.4% |
| 3Y | +78.2% | +154.8% | -76.6% | -6.7% |
| 5Y | +37.0% | +79.5% | -42.5% | -14.0% |
| All | +155.3% | +258.4% | -103.1% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling