+564.5%
HCA vs SYF
+333.7%
+230.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.8% | +2.6% | -5.4% | -3.6% |
| 30D | -2.7% | 0.0% | -2.8% | -2.8% |
| 3M | +11.5% | +11.9% | -0.4% | +7.0% |
| 6M | -24.3% | +18.9% | -43.2% | -28.9% |
| YTD | -13.6% | -4.6% | -9.0% | -13.5% |
| 1Y | -3.2% | +6.4% | -9.6% | -7.0% |
| 3Y | +50.4% | +167.2% | -116.8% | -4.4% |
| 5Y | +64.8% | +92.3% | -27.6% | +14.4% |
| 10Y | +456.5% | +263.2% | +193.4% | +163.9% |
| All | +564.5% | +333.7% | +230.8% | +207.1% |
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