+4,267.1%
SYY vs HST
+1,330.6%
+2,936.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -2.3% | -1.0% | -1.3% | -2.1% |
| 30D | -4.9% | -12.3% | +7.3% | -2.1% |
| 3M | +8.4% | -6.4% | +14.7% | +9.8% |
| 6M | -7.4% | +15.0% | -22.4% | -10.7% |
| YTD | +11.0% | +30.5% | -19.5% | +3.7% |
| 1Y | -0.2% | +35.7% | -35.9% | -7.8% |
| 3Y | +23.8% | +68.4% | -44.6% | +7.4% |
| 5Y | +18.1% | +73.1% | -55.0% | +0.7% |
| 10Y | +94.6% | +92.7% | +1.9% | +60.0% |
| All | +4,267.1% | +1,330.6% | +2,936.5% | +1,931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling