+61.9%
SYF vs HAS
+54.3%
+7.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -3.6% | +2.0% | -5.6% | -4.4% |
| 30D | -1.7% | +30.9% | -32.6% | -12.8% |
| 3M | -7.8% | +28.8% | -36.6% | -17.7% |
| 6M | +3.4% | +32.3% | -29.0% | -9.6% |
| YTD | -12.2% | +54.7% | -66.9% | -29.1% |
| 1Y | -1.6% | +63.2% | -64.8% | -22.4% |
| 3Y | +157.8% | +220.7% | -62.9% | +44.3% |
| 5Y | +61.9% | +53.3% | +8.6% | +38.3% |
| All | +61.9% | +54.3% | +7.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling