+3.8%
SYY vs HST
+37.9%
-34.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -2.7% | -2.8% | 0.0% | -2.4% |
| 3M | +5.9% | -6.5% | +12.4% | +6.7% |
| 6M | -2.3% | +20.7% | -23.0% | -5.9% |
| YTD | +13.1% | +30.5% | -17.4% | +6.4% |
| 1Y | +3.8% | +36.8% | -33.0% | -1.4% |
| All | +3.8% | +37.9% | -34.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling