+1,579.2%
HWM vs SYF
+218.0%
+1,361.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | +1.6% | -4.7% | +6.3% | +4.2% |
| 30D | -3.9% | +0.6% | -4.5% | -4.3% |
| 3M | -23.2% | -6.8% | -16.4% | -20.3% |
| 6M | -20.0% | +0.5% | -20.5% | -21.0% |
| YTD | +5.7% | -11.1% | +16.8% | +10.3% |
| 1Y | +4.9% | +1.3% | +3.6% | +1.4% |
| 3Y | +347.0% | +164.6% | +182.4% | +135.3% |
| 5Y | +563.0% | +65.2% | +497.8% | +339.0% |
| 10Y | +1,579.2% | +204.6% | +1,374.6% | +563.0% |
| All | +1,579.2% | +218.0% | +1,361.2% | +563.0% |
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