+101.3%
HIMS vs SYF
+149.7%
-48.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -18.0% | -3.3% | -14.7% | -16.8% |
| 30D | -33.6% | -2.2% | -31.4% | -32.9% |
| 3M | -34.2% | -9.3% | -24.8% | -31.7% |
| 6M | -21.2% | +2.1% | -23.2% | -21.8% |
| YTD | -39.2% | -12.6% | -26.6% | -36.4% |
| 1Y | -49.4% | -3.4% | -46.0% | -49.0% |
| 3Y | +189.7% | +156.5% | +33.2% | +125.0% |
| 5Y | +166.6% | +59.6% | +107.0% | +120.2% |
| All | +101.3% | +149.7% | -48.4% | +59.4% |
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