+61.9%
SYF vs HBM
+210.2%
-148.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.5% |
| 30D | -1.7% | -14.8% | +13.1% | +1.3% |
| 3M | -7.8% | -20.7% | +12.9% | -3.9% |
| 6M | +3.4% | -13.9% | +17.3% | +4.2% |
| YTD | -12.2% | +10.6% | -22.8% | -18.7% |
| 1Y | -1.6% | +32.4% | -33.9% | -13.1% |
| 3Y | +157.8% | +432.0% | -274.2% | +47.1% |
| 5Y | +61.9% | +205.5% | -143.6% | -1.5% |
| All | +61.9% | +210.2% | -148.3% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling