+257.9%
HD vs SYF
+219.4%
+38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +3.6% | -4.3% | +7.8% | +5.0% |
| 30D | +21.6% | +1.0% | +20.5% | +21.2% |
| 3M | +0.1% | -6.4% | +6.5% | +2.1% |
| 6M | +13.0% | +1.0% | +12.0% | +12.3% |
| YTD | +4.9% | -10.7% | +15.7% | +7.7% |
| 1Y | -2.1% | +1.8% | -3.8% | -3.6% |
| 3Y | +32.6% | +165.8% | -133.2% | -7.4% |
| 5Y | +8.2% | +65.9% | -57.7% | -14.8% |
| 10Y | +257.9% | +206.0% | +51.9% | +108.0% |
| All | +257.9% | +219.4% | +38.5% | +108.0% |
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 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