+114.4%
HPE vs SYF
-1.7%
+116.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.0% |
| 7D | +7.9% | -2.0% | +9.9% | +8.5% |
| 30D | -23.5% | +1.2% | -24.7% | -24.0% |
| 3M | -19.1% | -9.4% | -9.7% | -16.4% |
| 6M | +51.4% | +4.4% | +47.0% | +46.9% |
| YTD | +103.4% | -11.9% | +115.4% | +106.0% |
| 1Y | +114.4% | -0.4% | +114.8% | +94.9% |
| All | +114.4% | -1.7% | +116.1% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling