+331.4%
HIMS vs SYF
+170.1%
+161.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -0.9% | +2.6% | -3.6% | -2.9% |
| 30D | -10.8% | 0.0% | -10.9% | -11.1% |
| 3M | +3.7% | +11.9% | -8.2% | -4.9% |
| 6M | +79.0% | +18.9% | +60.1% | +56.6% |
| YTD | -13.2% | -4.6% | -8.7% | -11.8% |
| 1Y | -43.3% | +6.4% | -49.6% | -47.1% |
| 3Y | +331.4% | +167.2% | +164.2% | +151.8% |
| All | +331.4% | +170.1% | +161.3% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling