+9.3%
SYY vs HST
+71.5%
-62.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -7.3% | -2.7% | -4.6% | -6.5% |
| 30D | +0.1% | +10.7% | -10.6% | -3.2% |
| 3M | -8.2% | +6.3% | -14.5% | -10.1% |
| 6M | +6.3% | +19.0% | -12.7% | -0.2% |
| YTD | +7.3% | +47.0% | -39.7% | -6.5% |
| 1Y | +8.5% | +53.4% | -45.0% | -6.9% |
| 3Y | +24.9% | +78.0% | -53.1% | -0.9% |
| All | +9.3% | +71.5% | -62.2% | -13.1% |
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