+268.7%
SYF vs HDB
+34.8%
+233.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.1% |
| 7D | +2.6% | -2.0% | +4.7% | +3.7% |
| 30D | 0.0% | -4.9% | +4.9% | +2.5% |
| 3M | +11.9% | -2.3% | +14.2% | +12.6% |
| 6M | +18.9% | -23.7% | +42.6% | +35.3% |
| YTD | -4.6% | -38.5% | +33.9% | +21.1% |
| 1Y | +6.4% | -36.5% | +42.8% | +32.2% |
| 3Y | +167.2% | -28.5% | +195.6% | +201.1% |
| 5Y | +92.3% | -37.4% | +129.7% | +128.8% |
| All | +268.7% | +34.8% | +233.9% | +206.6% |
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