+441.1%
HWM vs SYF
+164.6%
+276.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -3.0% |
| 30D | -11.0% | +0.8% | -11.8% | -11.3% |
| 3M | +4.0% | +13.4% | -9.4% | -1.4% |
| 6M | -0.2% | +16.3% | -16.6% | -6.6% |
| YTD | +26.7% | -3.0% | +29.7% | +26.5% |
| 1Y | +44.7% | +5.7% | +39.0% | +38.8% |
| All | +441.1% | +164.6% | +276.6% | +271.5% |
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 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