+1,773.8%
HWM vs SYF
+250.8%
+1,523.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -3.3% |
| 30D | -11.0% | +0.8% | -11.8% | -11.5% |
| 3M | +4.0% | +13.4% | -9.4% | -3.6% |
| 6M | -0.2% | +16.3% | -16.6% | -9.1% |
| YTD | +26.7% | -3.0% | +29.7% | +26.0% |
| 1Y | +44.7% | +5.7% | +39.0% | +36.4% |
| 3Y | +426.1% | +160.1% | +266.0% | +180.4% |
| 5Y | +738.5% | +88.5% | +650.0% | +413.9% |
| All | +1,773.8% | +250.8% | +1,523.0% | +594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling