+211.6%
HON vs SYF
+340.9%
-129.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -3.6% | +2.4% | -6.0% | -4.4% |
| 30D | -15.3% | +0.8% | -16.1% | -15.6% |
| 3M | -7.9% | +13.4% | -21.3% | -12.1% |
| 6M | -18.1% | +16.3% | -34.4% | -22.6% |
| YTD | +3.8% | -3.0% | +6.8% | +3.8% |
| 1Y | +0.5% | +5.7% | -5.2% | -2.9% |
| 3Y | +19.8% | +160.1% | -140.3% | -19.9% |
| 5Y | +2.9% | +88.5% | -85.6% | -25.5% |
| 10Y | +134.6% | +263.1% | -128.4% | +16.5% |
| All | +211.6% | +340.9% | -129.3% | +44.4% |
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