+4,255.7%
SYY vs HRB
+3,134.5%
+1,121.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.3% |
| 7D | -2.8% | -9.1% | +6.3% | -0.6% |
| 30D | -5.3% | +0.3% | -5.5% | -5.8% |
| 3M | +5.1% | +23.4% | -18.3% | -1.1% |
| 6M | -5.0% | +45.1% | -50.1% | -15.2% |
| YTD | +10.7% | +8.9% | +1.8% | +5.5% |
| 1Y | +0.7% | -7.9% | +8.6% | 0.0% |
| 3Y | +24.0% | +27.9% | -3.9% | +11.1% |
| 5Y | +19.3% | +108.3% | -89.1% | -8.0% |
| 10Y | +96.4% | +208.4% | -112.0% | +31.8% |
| All | +4,255.7% | +3,134.5% | +1,121.2% | +1,030.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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