+5,596.8%
HON vs SYY
+4,446.6%
+1,150.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -0.8% | -2.8% | +1.9% | +0.3% |
| 30D | -15.2% | -5.3% | -9.9% | -13.3% |
| 3M | -6.0% | +5.1% | -11.1% | -8.1% |
| 6M | -14.9% | -5.0% | -9.9% | -14.0% |
| YTD | +3.2% | +10.7% | -7.5% | -2.6% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.9% |
| 3Y | +21.5% | +24.0% | -2.6% | +7.9% |
| 5Y | +4.0% | +19.3% | -15.2% | -7.4% |
| 10Y | +138.4% | +96.4% | +42.0% | +60.2% |
| All | +5,596.8% | +4,446.6% | +1,150.3% | +1,261.2% |
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