+86.7%
SYY vs HST
+133.7%
-47.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.3% | +3.6% | -3.3% | -1.4% |
| 30D | -4.8% | +11.2% | -16.0% | -9.8% |
| 3M | -7.1% | +13.1% | -20.2% | -12.8% |
| 6M | +6.8% | +23.9% | -17.1% | -4.9% |
| YTD | +7.7% | +52.3% | -44.6% | -14.3% |
| 1Y | +5.7% | +56.7% | -51.0% | -17.2% |
| 3Y | +24.6% | +87.5% | -63.0% | -14.5% |
| 5Y | +15.6% | +82.8% | -67.2% | -24.0% |
| All | +86.7% | +133.7% | -47.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling