+1.5%
SYF vs HAS
+59.5%
-57.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +2.5% | +31.0% | -28.5% | -4.7% |
| 3M | -6.3% | +30.7% | -36.9% | -13.0% |
| 6M | -1.5% | +23.9% | -25.4% | -7.7% |
| YTD | -10.5% | +48.3% | -58.8% | -25.0% |
| 1Y | +1.5% | +60.2% | -58.7% | -19.9% |
| All | +1.5% | +59.5% | -57.9% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling