+220.1%
HUT vs SYF
+144.7%
+75.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.7% |
| 7D | +9.3% | -2.0% | +11.4% | +10.9% |
| 30D | -23.1% | +1.2% | -24.3% | -24.1% |
| 3M | -30.6% | -9.4% | -21.2% | -26.1% |
| 6M | -46.9% | +4.4% | -51.3% | -49.9% |
| YTD | +25.3% | -11.9% | +37.2% | +33.7% |
| 1Y | +59.8% | -0.4% | +60.2% | +56.0% |
| 3Y | +467.2% | +159.6% | +307.6% | +202.0% |
| 5Y | -24.6% | +60.9% | -85.5% | -45.9% |
| All | +220.1% | +144.7% | +75.4% | +36.5% |
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