+152.3%
HUM vs SYF
+258.4%
-106.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.1% |
| 7D | +2.1% | -4.9% | +7.0% | +3.3% |
| 30D | +5.4% | -4.3% | +9.7% | +6.5% |
| 3M | +11.4% | +5.5% | +5.9% | +9.6% |
| 6M | +141.5% | +17.5% | +124.0% | +130.5% |
| YTD | +61.2% | -7.8% | +69.0% | +63.4% |
| 1Y | +49.2% | +1.6% | +47.5% | +47.3% |
| 3Y | -9.0% | +154.8% | -163.8% | -31.1% |
| 5Y | +7.2% | +79.5% | -72.3% | -13.9% |
| All | +152.3% | +258.4% | -106.1% | +36.5% |
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