+563.1%
HPE vs SYF
+258.4%
+304.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +12.1% |
| 7D | +19.4% | -4.9% | +24.3% | +22.3% |
| 30D | +5.6% | -4.3% | +9.9% | +7.8% |
| 3M | +33.1% | +5.5% | +27.5% | +28.8% |
| 6M | +192.5% | +17.5% | +174.9% | +167.5% |
| YTD | +160.9% | -7.8% | +168.7% | +167.1% |
| 1Y | +155.0% | +1.6% | +153.3% | +148.9% |
| 3Y | +289.4% | +154.8% | +134.6% | +142.9% |
| 5Y | +395.7% | +79.5% | +316.2% | +248.7% |
| All | +563.1% | +258.4% | +304.7% | +221.6% |
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