+90.5%
HST vs SYF
+308.7%
-218.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.8% |
| 30D | +10.7% | +3.0% | +7.7% | +9.0% |
| 3M | +6.3% | -5.8% | +12.1% | +9.2% |
| 6M | +19.0% | -1.0% | +20.0% | +18.3% |
| YTD | +47.0% | -10.1% | +57.1% | +52.5% |
| 1Y | +53.4% | +2.0% | +51.5% | +48.8% |
| 3Y | +78.0% | +164.5% | -86.5% | -0.8% |
| 5Y | +71.7% | +67.5% | +4.2% | +17.7% |
| 10Y | +146.2% | +230.0% | -83.8% | +8.2% |
| All | +90.5% | +308.7% | -218.2% | -22.9% |
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