+208.1%
HD vs SYY
+112.2%
+95.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -10.8% | -2.7% | -8.1% | -10.0% |
| 3M | -2.7% | +5.9% | -8.6% | -4.8% |
| 6M | -10.3% | -2.3% | -8.0% | -10.2% |
| YTD | -7.8% | +13.1% | -20.9% | -12.9% |
| 1Y | -23.1% | +3.8% | -26.9% | -25.1% |
| 3Y | +2.0% | +26.7% | -24.7% | -8.5% |
| 5Y | +6.2% | +19.4% | -13.2% | -3.4% |
| All | +208.1% | +112.2% | +95.9% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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