+69.1%
HST vs SYF
+340.9%
-271.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | +2.4% | -3.4% | -2.2% |
| 30D | -12.3% | +0.8% | -13.1% | -12.7% |
| 3M | -6.4% | +13.4% | -19.8% | -12.8% |
| 6M | +15.0% | +16.3% | -1.3% | +5.4% |
| YTD | +30.5% | -3.0% | +33.5% | +30.4% |
| 1Y | +35.7% | +5.7% | +30.0% | +29.1% |
| 3Y | +68.4% | +160.1% | -91.7% | -5.1% |
| 5Y | +73.1% | +88.5% | -15.4% | +11.3% |
| 10Y | +92.7% | +263.1% | -170.3% | -19.0% |
| All | +69.1% | +340.9% | -271.8% | -34.1% |
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