+262.9%
SYF vs HAS
+56.8%
+206.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | -1.8% | +4.2% | +3.3% |
| 30D | +0.8% | +2.3% | -1.4% | -0.4% |
| 3M | +13.4% | +10.4% | +3.0% | +7.7% |
| 6M | +16.3% | -3.2% | +19.6% | +16.5% |
| YTD | -3.0% | +15.4% | -18.4% | -11.2% |
| 1Y | +5.7% | +18.8% | -13.1% | -4.7% |
| 3Y | +160.1% | +43.9% | +116.2% | +106.6% |
| 5Y | +88.5% | +13.9% | +74.6% | +65.3% |
| All | +262.9% | +56.8% | +206.1% | +171.3% |
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