+249.2%
HPE vs SYF
+170.1%
+79.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.6% |
| 7D | +10.1% | +2.6% | +7.5% | +8.5% |
| 30D | +5.3% | 0.0% | +5.2% | +5.2% |
| 3M | +12.7% | +11.9% | +0.8% | +4.7% |
| 6M | +167.7% | +18.9% | +148.7% | +138.7% |
| YTD | +135.5% | -4.6% | +140.0% | +137.2% |
| 1Y | +143.4% | +6.4% | +137.0% | +129.1% |
| 3Y | +249.2% | +167.2% | +82.0% | +105.6% |
| All | +249.2% | +170.1% | +79.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling