+4,165.3%
SYY vs HAS
+4,769.2%
-603.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +4.7% | +3.3% | +1.5% | +4.0% |
| 30D | -0.7% | +30.5% | -31.2% | -6.5% |
| 3M | -6.8% | +29.9% | -36.7% | -12.3% |
| 6M | +8.6% | +26.5% | -17.9% | +2.5% |
| YTD | +8.4% | +51.9% | -43.5% | -2.3% |
| 1Y | +7.1% | +60.9% | -53.8% | -4.7% |
| 3Y | +25.2% | +215.0% | -189.8% | -6.5% |
| 5Y | +13.0% | +51.5% | -38.5% | -1.9% |
| 10Y | +88.9% | +102.2% | -13.3% | +49.4% |
| All | +4,165.3% | +4,769.2% | -603.9% | +1,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling