-42.4%
HIMS vs SYF
+7.1%
-49.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +2.4% | -6.3% | -5.2% |
| 30D | -12.4% | +0.8% | -13.3% | -13.0% |
| 3M | -1.1% | +13.4% | -14.5% | -7.7% |
| 6M | +68.4% | +16.3% | +52.1% | +54.6% |
| YTD | -14.7% | -3.0% | -11.6% | -16.3% |
| 1Y | -42.4% | +5.7% | -48.1% | -39.9% |
| All | -42.4% | +7.1% | -49.5% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling