+419.6%
SYY vs HDB
+4,259.4%
-3,839.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | +0.3% | +2.7% | -2.4% | -0.3% |
| 30D | -4.8% | +14.1% | -18.9% | -7.5% |
| 3M | -7.1% | +11.8% | -18.9% | -9.4% |
| 6M | +6.8% | +8.2% | -1.4% | +4.4% |
| YTD | +7.7% | -29.3% | +37.0% | +14.9% |
| 1Y | +5.7% | -28.8% | +34.5% | +12.6% |
| 3Y | +24.6% | -7.5% | +32.0% | +23.8% |
| 5Y | +15.6% | -23.1% | +38.7% | +18.2% |
| 10Y | +87.9% | +63.7% | +24.2% | +62.2% |
| All | +419.6% | +4,259.4% | -3,839.8% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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