+340.9%
SYF vs HDB
+115.2%
+225.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +0.8% | -2.8% | +3.7% | +2.2% |
| 3M | +13.4% | -3.5% | +16.9% | +14.8% |
| 6M | +16.3% | -24.7% | +41.1% | +32.6% |
| YTD | -3.0% | -36.6% | +33.6% | +20.0% |
| 1Y | +5.7% | -34.4% | +40.1% | +28.1% |
| 3Y | +160.1% | -24.4% | +184.5% | +183.9% |
| 5Y | +88.5% | -35.4% | +123.9% | +119.3% |
| 10Y | +263.1% | +39.5% | +223.5% | +178.4% |
| All | +340.9% | +115.2% | +225.7% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling