+180.7%
HIMS vs SYF
+163.6%
+17.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | +1.1% |
| 30D | -8.2% | -4.3% | -3.9% | -6.8% |
| 3M | -4.7% | +5.5% | -10.2% | -6.8% |
| 6M | +6.3% | +17.5% | -11.2% | +0.1% |
| YTD | -15.3% | -7.8% | -7.5% | -13.2% |
| 1Y | -46.9% | +1.6% | -48.5% | -47.5% |
| 3Y | +321.3% | +154.8% | +166.5% | +224.8% |
| 5Y | +215.8% | +79.5% | +136.4% | +154.0% |
| All | +180.7% | +163.6% | +17.1% | +117.6% |
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