+448.2%
HUT vs SYY
+72.2%
+376.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.2% |
| 7D | +5.4% | +3.9% | +1.5% | +3.0% |
| 30D | +8.6% | -1.7% | +10.4% | +9.5% |
| 3M | -15.2% | +5.2% | -20.4% | -18.7% |
| 6M | +92.9% | -0.2% | +93.1% | +90.3% |
| YTD | +114.6% | +15.4% | +99.3% | +94.8% |
| 1Y | +208.5% | +5.6% | +202.9% | +193.0% |
| 3Y | +821.5% | +28.9% | +792.6% | +642.9% |
| 5Y | +101.8% | +24.1% | +77.8% | +74.1% |
| All | +448.2% | +72.2% | +376.0% | +278.9% |
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