+59.6%
SYF vs HRB
+143.9%
-84.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.3% | -7.8% | +4.5% | -1.6% |
| 30D | -2.2% | +15.7% | -17.9% | -5.4% |
| 3M | -9.3% | -5.5% | -3.8% | -8.6% |
| 6M | +2.1% | +41.1% | -39.1% | -6.5% |
| YTD | -12.6% | +20.4% | -33.0% | -16.7% |
| 1Y | -3.4% | +15.2% | -18.7% | -6.9% |
| 3Y | +156.5% | +24.3% | +132.2% | +136.1% |
| 5Y | +59.6% | +144.7% | -85.1% | +25.4% |
| All | +59.6% | +143.9% | -84.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling