+72.8%
HCA vs SYF
+77.7%
-4.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | +5.4% | -4.9% | +10.3% | +6.4% |
| 30D | +3.0% | -4.3% | +7.3% | +3.8% |
| 3M | +13.0% | +5.5% | +7.5% | +11.7% |
| 6M | -20.3% | +17.5% | -37.8% | -22.8% |
| YTD | -8.2% | -7.8% | -0.5% | -7.5% |
| 1Y | +6.7% | +1.6% | +5.1% | +5.2% |
| 3Y | +60.4% | +154.8% | -94.4% | +17.1% |
| All | +72.8% | +77.7% | -4.9% | +30.6% |
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