+22.7%
SYY vs HBM
+336.0%
-313.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +1.5% |
| 7D | +1.5% | -3.7% | +5.2% | +1.8% |
| 30D | -2.3% | -3.7% | +1.3% | -2.2% |
| 3M | +5.5% | +8.0% | -2.5% | +4.4% |
| 6M | -1.0% | +15.8% | -16.7% | -3.3% |
| YTD | +14.1% | +34.4% | -20.2% | +9.8% |
| 1Y | +5.6% | +98.2% | -92.6% | -2.2% |
| 3Y | +27.9% | +476.6% | -448.7% | +2.7% |
| 5Y | +22.7% | +331.1% | -308.4% | +1.9% |
| All | +22.7% | +336.0% | -313.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling