+308.1%
HUBS vs SYF
+258.4%
+49.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -9.0% | -4.9% | -4.1% | -6.9% |
| 30D | +7.2% | -4.3% | +11.5% | +9.2% |
| 3M | +20.9% | +5.5% | +15.4% | +17.6% |
| 6M | -13.0% | +17.5% | -30.5% | -19.7% |
| YTD | -43.8% | -7.8% | -36.1% | -42.6% |
| 1Y | -54.6% | +1.6% | -56.3% | -55.5% |
| 3Y | -58.5% | +154.8% | -213.3% | -73.6% |
| 5Y | -66.4% | +79.5% | -145.9% | -75.9% |
| All | +308.1% | +258.4% | +49.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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