+262.7%
SYF vs HSY
+124.3%
+138.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.3% | -3.0% | +1.6% | -0.3% |
| 30D | -1.1% | -5.0% | +4.0% | +0.7% |
| 3M | +7.4% | -1.3% | +8.7% | +7.5% |
| 6M | +16.2% | -21.5% | +37.7% | +26.0% |
| YTD | -6.1% | -3.3% | -2.9% | -7.0% |
| 1Y | +3.4% | -5.5% | +8.9% | +2.9% |
| 3Y | +162.9% | -9.9% | +172.8% | +160.2% |
| 5Y | +85.6% | +11.3% | +74.2% | +55.5% |
| 10Y | +262.7% | +128.1% | +134.7% | +158.5% |
| All | +262.7% | +124.3% | +138.4% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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