+420.1%
HUT vs SYF
+169.4%
+250.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | +2.4% | +15.4% | +15.9% |
| 30D | +0.8% | +0.8% | 0.0% | -0.1% |
| 3M | -26.8% | +13.4% | -40.2% | -34.5% |
| 6M | +72.6% | +16.3% | +56.2% | +53.0% |
| YTD | +103.6% | -3.0% | +106.6% | +103.7% |
| 1Y | +265.3% | +5.7% | +259.6% | +245.6% |
| 3Y | +689.4% | +160.1% | +529.3% | +318.8% |
| 5Y | +75.3% | +88.5% | -13.2% | +14.2% |
| All | +420.1% | +169.4% | +250.7% | +108.0% |
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