+19.3%
SYY vs HST
+72.4%
-53.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.8% | +2.0% | -4.8% | -3.4% |
| 30D | -5.3% | -5.2% | 0.0% | -3.7% |
| 3M | +5.1% | -6.2% | +11.3% | +6.9% |
| 6M | -5.0% | +20.4% | -25.4% | -11.3% |
| YTD | +10.7% | +30.6% | -19.9% | +0.2% |
| 1Y | +0.7% | +37.4% | -36.7% | -10.7% |
| 3Y | +24.0% | +66.1% | -42.1% | -0.1% |
| 5Y | +19.3% | +73.7% | -54.4% | -9.7% |
| All | +19.3% | +72.4% | -53.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling