+4,267.1%
SYY vs HAS
+3,598.5%
+668.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -4.9% | +2.3% | -7.2% | -5.5% |
| 3M | +8.4% | +10.4% | -2.0% | +5.7% |
| 6M | -7.4% | -3.2% | -4.1% | -7.2% |
| YTD | +11.0% | +15.4% | -4.4% | +6.6% |
| 1Y | -0.2% | +18.8% | -19.0% | -5.0% |
| 3Y | +23.8% | +43.9% | -20.2% | +10.3% |
| 5Y | +18.1% | +13.9% | +4.2% | +9.4% |
| 10Y | +94.6% | +56.4% | +38.2% | +63.3% |
| All | +4,267.1% | +3,598.5% | +668.7% | +1,577.5% |
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