+32.6%
HD vs SYY
+26.4%
+6.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | +3.6% | -4.1% | +7.7% | +4.9% |
| 30D | +21.6% | +0.3% | +21.3% | +21.3% |
| 3M | +0.1% | -6.3% | +6.5% | +2.2% |
| 6M | +13.0% | +9.7% | +3.3% | +9.3% |
| YTD | +4.9% | +9.4% | -4.5% | -0.1% |
| 1Y | -2.1% | +7.3% | -9.3% | -6.0% |
| 3Y | +32.6% | +27.6% | +4.9% | +7.6% |
| All | +32.6% | +26.4% | +6.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling