+554.4%
HLT vs SYF
+326.7%
+227.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -1.5% | -1.3% | -0.1% | -0.9% |
| 30D | -1.2% | -1.1% | -0.2% | -0.9% |
| 3M | -10.3% | +7.4% | -17.7% | -13.6% |
| 6M | +1.3% | +16.2% | -15.0% | -5.7% |
| YTD | +7.0% | -6.1% | +13.1% | +8.4% |
| 1Y | +11.9% | +3.4% | +8.5% | +8.4% |
| 3Y | +100.7% | +162.9% | -62.2% | +24.5% |
| 5Y | +147.5% | +85.6% | +61.9% | +72.6% |
| 10Y | +586.5% | +262.7% | +323.8% | +224.4% |
| All | +554.4% | +326.7% | +227.6% | +191.5% |
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