+4,127.4%
SYY vs HAS
+4,857.2%
-729.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | -2.2% | +30.9% | -33.2% | -8.1% |
| 3M | -8.0% | +28.8% | -36.8% | -13.3% |
| 6M | +7.5% | +32.3% | -24.9% | +0.4% |
| YTD | +7.4% | +54.7% | -47.2% | -3.5% |
| 1Y | +4.9% | +63.2% | -58.4% | -7.0% |
| 3Y | +24.1% | +220.7% | -196.6% | -7.7% |
| 5Y | +13.4% | +53.3% | -40.0% | -1.8% |
| 10Y | +87.5% | +104.2% | -16.7% | +47.9% |
| All | +4,127.4% | +4,857.2% | -729.8% | +1,418.1% |
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