+5.8%
HD vs SYF
+65.2%
-59.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.3% | -2.1% | +6.5% | +5.0% |
| 30D | +20.2% | +2.5% | +17.7% | +19.4% |
| 3M | -1.0% | -6.3% | +5.3% | +0.8% |
| 6M | +7.9% | -1.5% | +9.4% | +8.0% |
| YTD | +2.0% | -10.5% | +12.5% | +4.3% |
| 1Y | -4.3% | +1.5% | -5.8% | -5.6% |
| 3Y | +25.9% | +163.3% | -137.3% | -11.3% |
| All | +5.8% | +65.2% | -59.4% | -19.0% |
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 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