+590.2%
HL vs SYF
+340.9%
+249.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.9% |
| 30D | +25.1% | +0.8% | +24.2% | +24.7% |
| 3M | +22.9% | +13.4% | +9.5% | +18.6% |
| 6M | -4.9% | +16.3% | -21.2% | -9.0% |
| YTD | +7.8% | -3.0% | +10.8% | +8.0% |
| 1Y | +133.9% | +5.7% | +128.2% | +128.4% |
| 3Y | +380.9% | +160.1% | +220.8% | +252.2% |
| 5Y | +230.2% | +88.5% | +141.7% | +156.1% |
| 10Y | +265.6% | +263.1% | +2.5% | +122.7% |
| All | +590.2% | +340.9% | +249.3% | +308.3% |
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 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