+563.1%
HPE vs SYY
+116.5%
+446.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +11.9% |
| 7D | +19.4% | +3.9% | +15.5% | +17.4% |
| 30D | +5.6% | -1.7% | +7.4% | +6.5% |
| 3M | +33.1% | +5.2% | +27.9% | +29.3% |
| 6M | +192.5% | -0.2% | +192.7% | +188.8% |
| YTD | +160.9% | +15.4% | +145.6% | +139.2% |
| 1Y | +155.0% | +5.6% | +149.4% | +143.0% |
| 3Y | +289.4% | +28.9% | +260.5% | +228.0% |
| 5Y | +395.7% | +24.1% | +371.6% | +322.9% |
| All | +563.1% | +116.5% | +446.6% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling