+634.9%
HLT vs SYY
+218.1%
+416.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.6% | +3.9% | -5.6% | -3.4% |
| 30D | -5.0% | -1.7% | -3.3% | -4.3% |
| 3M | -10.4% | +5.2% | -15.6% | -12.7% |
| 6M | +3.2% | -0.2% | +3.4% | +2.1% |
| YTD | +6.7% | +15.4% | -8.6% | -2.3% |
| 1Y | +10.3% | +5.6% | +4.7% | +5.3% |
| 3Y | +99.3% | +28.9% | +70.5% | +69.1% |
| 5Y | +143.7% | +24.1% | +119.6% | +111.0% |
| 10Y | +584.7% | +116.2% | +468.5% | +332.0% |
| All | +634.9% | +218.1% | +416.8% | +275.0% |
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