+278.0%
HUM vs SYF
+333.7%
-55.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +1.4% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | +13.5% | +11.9% | +1.6% | +10.0% |
| 6M | +126.7% | +18.9% | +107.8% | +115.8% |
| YTD | +58.5% | -4.6% | +63.1% | +59.4% |
| 1Y | +31.7% | +6.4% | +25.4% | +28.6% |
| 3Y | -10.6% | +167.2% | -177.8% | -33.0% |
| 5Y | +2.5% | +92.3% | -89.9% | -19.2% |
| 10Y | +148.7% | +263.2% | -114.5% | +42.0% |
| All | +278.0% | +333.7% | -55.7% | +102.4% |
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