+300.4%
SYF vs HUBB
+375.3%
-74.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | -2.0% | +1.8% | -3.8% | -3.2% |
| 30D | +1.2% | -7.7% | +8.9% | +6.2% |
| 3M | -9.4% | -13.6% | +4.2% | -0.8% |
| 6M | +4.4% | -9.1% | +13.5% | +8.7% |
| YTD | -11.9% | -0.7% | -11.2% | -15.5% |
| 1Y | -0.4% | +1.1% | -1.5% | -5.8% |
| 3Y | +159.6% | +56.2% | +103.4% | +71.2% |
| 5Y | +60.9% | +126.6% | -65.7% | -24.4% |
| 10Y | +180.9% | +384.6% | -203.6% | -22.7% |
| All | +300.4% | +375.3% | -74.9% | +8.6% |
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