+168.4%
SYF vs HAS
+99.1%
+69.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.5% |
| 7D | -3.3% | +1.6% | -4.9% | -4.0% |
| 30D | -2.2% | +26.6% | -28.8% | -13.0% |
| 3M | -9.3% | +29.0% | -38.3% | -20.2% |
| 6M | +2.1% | +30.6% | -28.5% | -11.6% |
| YTD | -12.6% | +51.5% | -64.2% | -30.2% |
| 1Y | -3.4% | +58.5% | -61.9% | -24.5% |
| 3Y | +156.5% | +214.1% | -57.6% | +38.6% |
| 5Y | +59.6% | +50.2% | +9.3% | +22.3% |
| All | +168.4% | +99.1% | +69.3% | +72.2% |
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