+577.9%
HWM vs SYF
+60.4%
+517.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +7.3% | -2.0% | +9.3% | +8.2% |
| 30D | +1.6% | +1.2% | +0.4% | +1.1% |
| 3M | -21.9% | -9.4% | -12.5% | -18.6% |
| 6M | -19.0% | +4.4% | -23.5% | -21.0% |
| YTD | +7.9% | -11.9% | +19.9% | +12.2% |
| 1Y | +9.9% | -0.4% | +10.3% | +8.0% |
| 3Y | +342.1% | +159.6% | +182.6% | +172.6% |
| All | +577.9% | +60.4% | +517.5% | +436.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling