+575.2%
HLT vs SYF
+258.4%
+316.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | +0.5% |
| 30D | -5.0% | -4.3% | -0.7% | -3.4% |
| 3M | -10.4% | +5.5% | -15.9% | -13.0% |
| 6M | +3.2% | +17.5% | -14.3% | -4.3% |
| YTD | +6.7% | -7.8% | +14.5% | +8.9% |
| 1Y | +10.3% | +1.6% | +8.6% | +7.5% |
| 3Y | +99.3% | +154.8% | -55.5% | +24.8% |
| 5Y | +143.7% | +79.5% | +64.2% | +71.7% |
| All | +575.2% | +258.4% | +316.9% | +240.0% |
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