+84.6%
SYY vs HAS
+99.1%
-14.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +1.3% | +1.6% | -0.3% | +0.8% |
| 30D | -3.5% | +26.6% | -30.2% | -10.6% |
| 3M | -9.3% | +29.0% | -38.3% | -16.5% |
| 6M | +5.9% | +30.6% | -24.7% | -3.4% |
| YTD | +6.5% | +51.5% | -45.1% | -8.2% |
| 1Y | +4.0% | +58.5% | -54.5% | -11.6% |
| 3Y | +23.0% | +214.1% | -191.1% | -20.9% |
| 5Y | +14.3% | +50.2% | -35.9% | -4.8% |
| All | +84.6% | +99.1% | -14.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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