+1,573.3%
HWM vs SYF
+245.1%
+1,328.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -9.8% |
| 7D | -9.2% | +2.6% | -11.8% | -10.4% |
| 30D | -17.9% | 0.0% | -17.9% | -17.9% |
| 3M | -6.0% | +11.9% | -18.0% | -12.2% |
| 6M | -7.4% | +18.9% | -26.3% | -16.5% |
| YTD | +13.1% | -4.6% | +17.7% | +13.7% |
| 1Y | +29.3% | +6.4% | +22.9% | +21.6% |
| 3Y | +389.9% | +167.2% | +222.7% | +157.2% |
| 5Y | +655.5% | +92.3% | +563.2% | +357.1% |
| All | +1,573.3% | +245.1% | +1,328.2% | +526.0% |
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