+262.7%
SYF vs HBM
+625.8%
-363.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -1.3% | +5.5% | -6.8% | -2.6% |
| 30D | -1.1% | +3.3% | -4.4% | -2.1% |
| 3M | +7.4% | +12.7% | -5.2% | +3.3% |
| 6M | +16.2% | +28.2% | -12.0% | +6.6% |
| YTD | -6.1% | +45.3% | -51.4% | -17.9% |
| 1Y | +3.4% | +121.7% | -118.3% | -19.6% |
| 3Y | +162.9% | +523.5% | -360.7% | +49.4% |
| 5Y | +85.6% | +393.9% | -308.3% | +5.2% |
| 10Y | +262.7% | +647.9% | -385.1% | +49.1% |
| All | +262.7% | +625.8% | -363.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling