+167.2%
SYF vs HBM
+522.1%
-354.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.7% |
| 7D | +2.6% | +7.4% | -4.7% | +1.2% |
| 30D | 0.0% | +5.1% | -5.0% | -1.1% |
| 3M | +11.9% | +11.1% | +0.8% | +8.9% |
| 6M | +18.9% | +30.2% | -11.3% | +10.7% |
| YTD | -4.6% | +46.2% | -50.8% | -14.9% |
| 1Y | +6.4% | +120.0% | -113.7% | -15.0% |
| 3Y | +167.2% | +527.4% | -360.3% | +48.8% |
| All | +167.2% | +522.1% | -354.9% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling