+244.6%
HUT vs SYY
+58.9%
+185.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +34.9% | +1.3% | +33.5% | +34.1% |
| 30D | -25.9% | -3.5% | -22.3% | -25.9% |
| 3M | -31.7% | -9.3% | -22.4% | -29.5% |
| 6M | -42.2% | +5.9% | -48.2% | -46.4% |
| YTD | +34.9% | +6.5% | +28.4% | +25.5% |
| 1Y | +48.5% | +4.0% | +44.5% | +39.8% |
| 3Y | +471.2% | +23.0% | +448.2% | +361.7% |
| 5Y | -18.9% | +14.3% | -33.2% | -27.9% |
| All | +244.6% | +58.9% | +185.7% | +144.1% |
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