+308.6%
SYF vs HAS
+249.6%
+59.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.5% |
| 7D | -3.8% | 0.0% | -3.7% | -3.8% |
| 30D | +2.6% | +31.3% | -28.7% | -9.5% |
| 3M | -6.5% | +32.1% | -38.7% | -18.0% |
| 6M | +0.8% | +28.1% | -27.3% | -11.1% |
| YTD | -10.1% | +49.1% | -59.2% | -26.6% |
| 1Y | +0.8% | +60.5% | -59.7% | -20.4% |
| 3Y | +158.8% | +183.9% | -25.0% | +53.0% |
| 5Y | +67.5% | +51.2% | +16.3% | +29.7% |
| 10Y | +230.0% | +105.3% | +124.7% | +111.5% |
| All | +308.6% | +249.6% | +59.0% | +132.0% |
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 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