+299.1%
SYF vs HSY
+162.9%
+136.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -1.7% | +7.7% | -9.4% | -4.2% |
| 3M | -7.8% | -2.3% | -5.5% | -7.4% |
| 6M | +3.4% | -5.3% | +8.7% | +4.4% |
| YTD | -12.2% | -0.9% | -11.3% | -13.7% |
| 1Y | -1.6% | +5.2% | -6.8% | -5.4% |
| 3Y | +157.8% | +0.7% | +157.0% | +143.6% |
| 5Y | +61.9% | +12.2% | +49.7% | +41.6% |
| 10Y | +180.0% | +131.1% | +48.9% | +105.2% |
| All | +299.1% | +162.9% | +136.3% | +187.1% |
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