+306.8%
SYF vs HDB
+133.4%
+173.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.3% |
| 7D | -2.1% | +13.3% | -15.5% | -8.1% |
| 30D | +2.5% | +13.6% | -11.0% | -4.0% |
| 3M | -6.3% | +5.8% | -12.0% | -9.4% |
| 6M | -1.5% | -1.9% | +0.5% | -1.6% |
| YTD | -10.5% | -31.2% | +20.7% | +5.8% |
| 1Y | +1.5% | -29.6% | +31.1% | +18.4% |
| 3Y | +163.3% | -10.1% | +173.4% | +161.9% |
| 5Y | +66.8% | -24.3% | +91.1% | +78.0% |
| 10Y | +228.5% | +59.3% | +169.2% | +136.8% |
| All | +306.8% | +133.4% | +173.4% | +171.4% |
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