+340.9%
SYF vs HRB
+139.6%
+201.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.6% |
| 7D | +2.4% | -5.7% | +8.1% | +4.6% |
| 30D | +0.8% | +7.9% | -7.1% | -2.7% |
| 3M | +13.4% | +32.1% | -18.7% | +0.7% |
| 6M | +16.3% | +62.2% | -45.9% | -6.6% |
| YTD | -3.0% | +16.4% | -19.4% | -11.4% |
| 1Y | +5.7% | -0.3% | +6.0% | +2.4% |
| 3Y | +160.1% | +36.0% | +124.1% | +113.8% |
| 5Y | +88.5% | +125.2% | -36.7% | +19.0% |
| 10Y | +263.1% | +237.7% | +25.4% | +80.0% |
| All | +340.9% | +139.6% | +201.3% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling