+340.9%
SYF vs HBM
+168.9%
+172.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -6.4% | +8.7% | +3.7% |
| 30D | +0.8% | +5.9% | -5.1% | -0.5% |
| 3M | +13.4% | -8.9% | +22.3% | +14.2% |
| 6M | +16.3% | +10.7% | +5.7% | +11.5% |
| YTD | -3.0% | +38.3% | -41.3% | -12.3% |
| 1Y | +5.7% | +121.3% | -115.6% | -14.1% |
| 3Y | +160.1% | +450.6% | -290.5% | +68.4% |
| 5Y | +88.5% | +338.0% | -249.5% | +21.9% |
| 10Y | +263.1% | +578.6% | -315.5% | +89.0% |
| All | +340.9% | +168.9% | +172.0% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling