+218.5%
SYF vs HAS
+101.4%
+117.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +2.5% | +31.0% | -28.5% | -10.3% |
| 3M | -6.3% | +30.7% | -36.9% | -18.0% |
| 6M | -1.5% | +23.9% | -25.4% | -12.4% |
| YTD | -10.5% | +48.3% | -58.8% | -27.7% |
| 1Y | +1.5% | +60.2% | -58.7% | -21.1% |
| 3Y | +163.3% | +189.2% | -25.9% | +48.0% |
| 5Y | +66.8% | +50.4% | +16.3% | +27.6% |
| All | +218.5% | +101.4% | +117.1% | +101.6% |
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