+254.2%
HD vs SYF
+221.7%
+32.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.3% | -2.1% | +6.5% | +5.1% |
| 30D | +20.2% | +2.5% | +17.7% | +19.3% |
| 3M | -1.0% | -6.3% | +5.3% | +0.9% |
| 6M | +7.9% | -1.5% | +9.4% | +8.0% |
| YTD | +2.0% | -10.5% | +12.5% | +4.6% |
| 1Y | -4.3% | +1.5% | -5.8% | -5.7% |
| 3Y | +25.9% | +163.3% | -137.3% | -11.8% |
| 5Y | +5.8% | +66.8% | -60.9% | -16.8% |
| All | +254.2% | +221.7% | +32.5% | +104.8% |
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