+247.2%
HD vs SYF
+196.3%
+50.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +5.2% | -4.2% | +9.4% | +6.6% |
| 30D | +20.7% | -1.1% | +21.8% | +21.1% |
| 3M | +0.8% | -7.9% | +8.7% | +3.3% |
| 6M | +12.2% | -1.1% | +13.3% | +12.2% |
| YTD | +4.2% | -12.6% | +16.8% | +7.6% |
| 1Y | -2.6% | -2.4% | -0.2% | -2.8% |
| 3Y | +30.0% | +156.6% | -126.6% | -8.2% |
| 5Y | +8.1% | +61.9% | -53.8% | -14.3% |
| 10Y | +247.2% | +186.5% | +60.7% | +107.6% |
| All | +247.2% | +196.3% | +50.9% | +107.6% |
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 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