+159.4%
SYF vs HUBB
+44.4%
+114.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | -1.1% | -9.6% | +8.5% | +4.3% |
| 3M | +7.4% | -6.2% | +13.6% | +9.9% |
| 6M | +16.2% | -6.2% | +22.4% | +17.6% |
| YTD | -6.1% | +3.4% | -9.5% | -10.9% |
| 1Y | +3.4% | +5.3% | -1.9% | -3.6% |
| All | +159.4% | +44.4% | +114.9% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling