+340.8%
HPE vs SYY
+20.0%
+320.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -6.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | +1.5% | -2.3% | +3.9% | +2.4% |
| 3M | +21.7% | +5.5% | +16.2% | +18.7% |
| 6M | +164.2% | -1.0% | +165.1% | +162.6% |
| YTD | +132.1% | +14.1% | +117.9% | +116.6% |
| 1Y | +130.6% | +5.6% | +125.1% | +122.1% |
| 3Y | +244.1% | +27.9% | +216.2% | +191.3% |
| 5Y | +340.8% | +22.7% | +318.1% | +277.7% |
| All | +340.8% | +20.0% | +320.8% | +277.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling