+299.1%
SYF vs HAS
+262.8%
+36.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | -3.6% | +2.0% | -5.6% | -4.5% |
| 30D | -1.7% | +30.9% | -32.6% | -13.3% |
| 3M | -7.8% | +28.8% | -36.6% | -18.2% |
| 6M | +3.4% | +32.3% | -29.0% | -10.2% |
| YTD | -12.2% | +54.7% | -66.9% | -29.5% |
| 1Y | -1.6% | +63.2% | -64.8% | -22.9% |
| 3Y | +157.8% | +220.7% | -62.9% | +44.1% |
| 5Y | +61.9% | +53.3% | +8.6% | +24.6% |
| 10Y | +180.0% | +104.2% | +75.8% | +78.1% |
| All | +299.1% | +262.8% | +36.4% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling