+326.1%
HWM vs SYF
+158.5%
+167.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | +3.4% | -2.1% | +5.5% | +4.3% |
| 30D | -7.5% | +2.5% | -10.1% | -8.4% |
| 3M | -28.9% | -6.3% | -22.6% | -27.0% |
| 6M | -19.6% | -1.5% | -18.2% | -19.6% |
| YTD | +0.6% | -10.5% | +11.1% | +3.8% |
| 1Y | +0.3% | +1.5% | -1.2% | -2.2% |
| 3Y | +326.1% | +163.3% | +162.9% | +230.9% |
| All | +326.1% | +158.5% | +167.6% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling