+99.8%
HST vs SYF
+259.8%
-160.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +2.0% | +2.6% | -0.6% | +0.6% |
| 30D | -5.2% | 0.0% | -5.3% | -5.4% |
| 3M | -6.2% | +11.9% | -18.2% | -12.3% |
| 6M | +20.4% | +18.9% | +1.5% | +8.7% |
| YTD | +30.6% | -4.6% | +35.2% | +31.7% |
| 1Y | +37.4% | +6.4% | +31.0% | +30.0% |
| 3Y | +66.1% | +167.2% | -101.1% | -9.6% |
| 5Y | +73.7% | +92.3% | -18.6% | +8.6% |
| 10Y | +99.8% | +263.2% | -163.4% | -14.5% |
| All | +99.8% | +259.8% | -160.0% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling