+57.4%
HL vs SYY
+4,446.6%
-4,389.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +7.1% | -2.8% | +9.8% | +7.7% |
| 30D | +21.4% | -5.3% | +26.7% | +22.8% |
| 3M | +37.4% | +5.1% | +32.3% | +35.8% |
| 6M | +0.4% | -5.0% | +5.4% | +1.1% |
| YTD | +6.7% | +10.7% | -4.0% | +3.9% |
| 1Y | +102.4% | +0.7% | +101.7% | +100.4% |
| 3Y | +417.4% | +24.0% | +393.4% | +387.3% |
| 5Y | +243.3% | +19.3% | +224.0% | +226.0% |
| 10Y | +242.6% | +96.4% | +146.1% | +191.0% |
| All | +57.4% | +4,446.6% | -4,389.2% | +81.5% |
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