+156.6%
SYF vs HAS
+214.3%
-57.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -4.2% | +3.3% | -7.5% | -5.4% |
| 30D | -1.1% | +30.5% | -31.6% | -11.2% |
| 3M | -7.9% | +29.9% | -37.8% | -17.3% |
| 6M | -1.1% | +26.5% | -27.6% | -10.8% |
| YTD | -12.6% | +51.9% | -64.5% | -27.9% |
| 1Y | -2.4% | +60.9% | -63.3% | -21.6% |
| 3Y | +156.6% | +215.0% | -58.4% | +50.0% |
| All | +156.6% | +214.3% | -57.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling