+171.1%
HBAN vs SYF
+333.7%
-162.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | +2.1% | +2.6% | -0.5% | +0.5% |
| 30D | -4.5% | 0.0% | -4.5% | -4.7% |
| 3M | +2.6% | +11.9% | -9.4% | -5.1% |
| 6M | +4.7% | +18.9% | -14.2% | -6.9% |
| YTD | -1.5% | -4.6% | +3.1% | -0.4% |
| 1Y | -1.9% | +6.4% | -8.3% | -7.4% |
| 3Y | +75.2% | +167.2% | -92.0% | -9.6% |
| 5Y | +37.2% | +92.3% | -55.2% | -16.6% |
| 10Y | +156.6% | +263.2% | -106.6% | -2.1% |
| All | +171.1% | +333.7% | -162.6% | +1.3% |
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