+74.9%
HBAN vs SYF
+159.4%
-84.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.1% |
| 7D | +2.3% | -2.0% | +4.3% | +3.5% |
| 30D | +4.8% | +1.2% | +3.6% | +3.9% |
| 3M | -10.1% | -9.4% | -0.7% | -5.0% |
| 6M | +5.0% | +4.4% | +0.6% | +1.2% |
| YTD | -6.1% | -11.9% | +5.8% | -0.6% |
| 1Y | +4.6% | -0.4% | +5.0% | +2.5% |
| 3Y | +74.9% | +159.6% | -84.6% | -5.0% |
| All | +74.9% | +159.4% | -84.5% | -5.0% |
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