+185.8%
HPQ vs SYF
+333.7%
-147.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -0.5% | +2.6% | -3.1% | -1.6% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +24.3% | +11.9% | +12.4% | +17.3% |
| 6M | +64.8% | +18.9% | +45.8% | +50.7% |
| YTD | +43.9% | -4.6% | +48.5% | +44.0% |
| 1Y | +11.7% | +6.4% | +5.3% | +6.5% |
| 3Y | +19.7% | +167.2% | -147.5% | -26.2% |
| 5Y | +32.2% | +92.3% | -60.1% | -9.3% |
| 10Y | +198.9% | +263.2% | -64.2% | +36.7% |
| All | +185.8% | +333.7% | -147.9% | +23.1% |
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