+664.8%
HUBS vs SYF
+292.3%
+372.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.6% |
| 7D | -6.2% | -1.3% | -4.9% | -5.6% |
| 30D | +6.6% | -1.1% | +7.7% | +6.9% |
| 3M | +16.4% | +7.4% | +9.0% | +12.3% |
| 6M | -19.7% | +16.2% | -36.0% | -25.5% |
| YTD | -42.6% | -6.1% | -36.5% | -41.8% |
| 1Y | -54.2% | +3.4% | -57.5% | -55.4% |
| 3Y | -57.1% | +162.9% | -220.0% | -73.1% |
| 5Y | -66.2% | +85.6% | -151.8% | -76.1% |
| 10Y | +328.3% | +262.7% | +65.5% | +95.0% |
| All | +664.8% | +292.3% | +372.5% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling