+453.2%
HUT vs SYF
+165.0%
+288.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.5% |
| 7D | +28.3% | +2.6% | +25.6% | +25.9% |
| 30D | +12.3% | 0.0% | +12.3% | +11.8% |
| 3M | -16.8% | +11.9% | -28.7% | -24.9% |
| 6M | +111.4% | +18.9% | +92.5% | +83.9% |
| YTD | +116.6% | -4.6% | +121.2% | +119.1% |
| 1Y | +290.5% | +6.4% | +284.1% | +267.5% |
| 3Y | +792.3% | +167.2% | +625.1% | +365.6% |
| 5Y | +94.1% | +92.3% | +1.8% | +25.4% |
| All | +453.2% | +165.0% | +288.1% | +123.7% |
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