+599.2%
HPE vs SYF
+205.5%
+393.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +0.3% | -3.6% | +3.9% | +2.1% |
| 30D | -28.6% | -1.7% | -26.8% | -28.1% |
| 3M | -7.4% | -7.8% | +0.4% | -4.0% |
| 6M | +63.7% | +3.4% | +60.3% | +58.9% |
| YTD | +111.7% | -12.2% | +123.9% | +121.0% |
| 1Y | +123.5% | -1.6% | +125.1% | +120.4% |
| 3Y | +238.7% | +157.8% | +80.9% | +107.9% |
| 5Y | +261.0% | +61.9% | +199.1% | +164.9% |
| 10Y | +390.2% | +180.0% | +210.2% | +145.4% |
| All | +599.2% | +205.5% | +393.7% | +232.2% |
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