+182.8%
HIMS vs SYF
+177.2%
+5.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | +2.4% | -6.3% | -4.8% |
| 30D | -12.4% | +0.8% | -13.3% | -12.8% |
| 3M | -1.1% | +13.4% | -14.5% | -5.6% |
| 6M | +68.4% | +16.3% | +52.1% | +59.1% |
| YTD | -14.7% | -3.0% | -11.6% | -14.2% |
| 1Y | -42.4% | +5.7% | -48.1% | -43.9% |
| 3Y | +304.5% | +160.1% | +144.4% | +208.3% |
| 5Y | +237.5% | +88.5% | +149.0% | +166.4% |
| All | +182.8% | +177.2% | +5.5% | +115.2% |
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