+398.8%
HL vs SYF
+154.1%
+244.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.3% |
| 7D | -5.6% | -5.5% | -0.1% | -4.1% |
| 30D | +12.7% | -3.9% | +16.6% | +14.0% |
| 3M | +42.5% | +8.9% | +33.6% | +39.3% |
| 6M | -9.0% | +16.2% | -25.2% | -12.5% |
| YTD | +4.4% | -8.4% | +12.8% | +5.9% |
| 1Y | +82.7% | +2.6% | +80.0% | +79.9% |
| All | +398.8% | +154.1% | +244.7% | +222.3% |
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