+186.5%
SYF vs HDB
+61.4%
+125.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.4% |
| 7D | -4.2% | +12.7% | -16.9% | -10.0% |
| 30D | -1.1% | +16.6% | -17.7% | -8.8% |
| 3M | -7.9% | +10.8% | -18.7% | -13.2% |
| 6M | -1.1% | +3.8% | -4.9% | -4.1% |
| YTD | -12.6% | -28.9% | +16.3% | +2.4% |
| 1Y | -2.4% | -28.0% | +25.6% | +13.4% |
| 3Y | +156.6% | -7.2% | +163.8% | +150.3% |
| 5Y | +61.9% | -22.2% | +84.1% | +70.5% |
| 10Y | +186.5% | +63.6% | +122.9% | +123.7% |
| All | +186.5% | +61.4% | +125.1% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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