+621.7%
HPE vs SYF
+237.5%
+384.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | +2.4% | -3.0% | -1.7% |
| 30D | -2.3% | +0.8% | -3.1% | -2.7% |
| 3M | -2.9% | +13.4% | -16.3% | -9.3% |
| 6M | +143.6% | +16.3% | +127.2% | +123.8% |
| YTD | +118.5% | -3.0% | +121.5% | +118.3% |
| 1Y | +129.2% | +5.7% | +123.5% | +119.4% |
| 3Y | +212.5% | +160.1% | +52.4% | +91.2% |
| 5Y | +286.9% | +88.5% | +198.4% | +164.1% |
| 10Y | +432.3% | +263.1% | +169.3% | +132.0% |
| All | +621.7% | +237.5% | +384.3% | +228.2% |
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