+178.8%
SYF vs HAS
+102.4%
+76.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -4.2% | +3.3% | -7.5% | -5.7% |
| 30D | -1.1% | +30.5% | -31.6% | -13.3% |
| 3M | -7.9% | +29.9% | -37.8% | -19.2% |
| 6M | -1.1% | +26.5% | -27.6% | -13.0% |
| YTD | -12.6% | +51.9% | -64.5% | -30.2% |
| 1Y | -2.4% | +60.9% | -63.3% | -24.3% |
| 3Y | +156.6% | +215.0% | -58.4% | +38.4% |
| 5Y | +61.9% | +51.5% | +10.4% | +23.5% |
| All | +178.8% | +102.4% | +76.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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