+464.6%
SYY vs HBM
+654.4%
-189.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -0.9% |
| 7D | -2.8% | +7.4% | -10.1% | -3.5% |
| 30D | -5.3% | +5.1% | -10.3% | -5.9% |
| 3M | +5.1% | +11.1% | -6.0% | +3.3% |
| 6M | -5.0% | +30.2% | -35.2% | -8.9% |
| YTD | +10.7% | +46.2% | -35.5% | +4.3% |
| 1Y | +0.7% | +120.0% | -119.4% | -9.8% |
| 3Y | +24.0% | +527.4% | -503.4% | -4.4% |
| 5Y | +19.3% | +400.4% | -381.1% | -8.6% |
| 10Y | +96.4% | +621.5% | -525.1% | +30.1% |
| All | +464.6% | +654.4% | -189.8% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling