+430.4%
HD vs SYF
+340.9%
+89.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | +2.4% | -4.4% | -2.8% |
| 30D | -8.4% | +0.8% | -9.3% | -8.7% |
| 3M | +4.3% | +13.4% | -9.1% | +0.1% |
| 6M | -11.1% | +16.3% | -27.5% | -15.4% |
| YTD | -4.7% | -3.0% | -1.7% | -4.6% |
| 1Y | -19.8% | +5.7% | -25.5% | -22.1% |
| 3Y | +4.1% | +160.1% | -156.0% | -26.8% |
| 5Y | +10.3% | +88.5% | -78.2% | -16.9% |
| 10Y | +203.2% | +263.1% | -59.9% | +63.5% |
| All | +430.4% | +340.9% | +89.5% | +140.0% |
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 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