+340.9%
SYF vs HUBB
+401.1%
-60.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +0.8% | -10.0% | +10.9% | +8.3% |
| 3M | +13.4% | -4.8% | +18.2% | +15.7% |
| 6M | +16.3% | -5.6% | +21.9% | +17.8% |
| YTD | -3.0% | +4.7% | -7.7% | -9.4% |
| 1Y | +5.7% | +6.7% | -1.0% | -3.3% |
| 3Y | +160.1% | +45.8% | +114.4% | +81.9% |
| 5Y | +88.5% | +145.9% | -57.4% | -15.9% |
| 10Y | +263.1% | +418.6% | -155.5% | -3.4% |
| All | +340.9% | +401.1% | -60.2% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling