+34,084.2%
HD vs SYY
+4,312.6%
+29,771.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +20.9% | -2.2% | +23.1% | +21.9% |
| 3M | -0.2% | -8.0% | +7.9% | +3.2% |
| 6M | +14.5% | +7.5% | +7.0% | +10.8% |
| YTD | +4.3% | +7.4% | -3.1% | -0.3% |
| 1Y | -3.5% | +4.9% | -8.3% | -6.8% |
| 3Y | +30.1% | +24.1% | +6.0% | +15.8% |
| 5Y | +8.5% | +13.4% | -4.9% | -1.0% |
| 10Y | +245.3% | +87.5% | +157.7% | +128.4% |
| All | +34,084.2% | +4,312.6% | +29,771.6% | +4,892.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling