+340.9%
SYF vs HSY
+158.0%
+182.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +2.4% | -3.3% | +5.7% | +3.5% |
| 30D | +0.8% | -2.8% | +3.7% | +1.7% |
| 3M | +13.4% | -4.5% | +17.9% | +14.7% |
| 6M | +16.3% | -24.2% | +40.6% | +26.5% |
| YTD | -3.0% | -2.7% | -0.3% | -3.9% |
| 1Y | +5.7% | -3.7% | +9.5% | +4.7% |
| 3Y | +160.1% | -11.5% | +171.6% | +160.2% |
| 5Y | +88.5% | +10.3% | +78.2% | +65.9% |
| 10Y | +263.1% | +122.1% | +140.9% | +168.8% |
| All | +340.9% | +158.0% | +182.9% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling