+250.1%
SYF vs HUBB
+446.9%
-196.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | -0.6% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -4.3% | -10.0% | +5.7% | +3.2% |
| 3M | +5.5% | -1.6% | +7.1% | +5.0% |
| 6M | +17.5% | -3.1% | +20.6% | +16.7% |
| YTD | -7.8% | +4.6% | -12.4% | -14.2% |
| 1Y | +1.6% | +3.3% | -1.7% | -5.3% |
| 3Y | +154.8% | +46.6% | +108.2% | +72.6% |
| 5Y | +79.5% | +158.7% | -79.2% | -29.0% |
| All | +250.1% | +446.9% | -196.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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