+220.1%
HUT vs SYY
+60.7%
+159.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.7% |
| 7D | +9.3% | +0.3% | +9.0% | +9.1% |
| 30D | -23.1% | -4.8% | -18.3% | -22.4% |
| 3M | -30.6% | -7.1% | -23.5% | -29.4% |
| 6M | -46.9% | +6.8% | -53.6% | -50.9% |
| YTD | +25.3% | +7.7% | +17.7% | +15.8% |
| 1Y | +59.8% | +5.7% | +54.1% | +49.0% |
| 3Y | +467.2% | +24.6% | +442.6% | +354.9% |
| 5Y | -24.6% | +15.6% | -40.3% | -33.5% |
| All | +220.1% | +60.7% | +159.4% | +125.2% |
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