+4,165.3%
SYY vs HST
+1,597.5%
+2,567.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.6% |
| 7D | +4.7% | +0.6% | +4.2% | +4.6% |
| 30D | -0.7% | +14.5% | -15.1% | -3.8% |
| 3M | -6.8% | +15.4% | -22.2% | -10.0% |
| 6M | +8.6% | +22.0% | -13.3% | +3.3% |
| YTD | +8.4% | +54.9% | -46.5% | -2.8% |
| 1Y | +7.1% | +54.0% | -46.9% | -3.9% |
| 3Y | +25.2% | +90.4% | -65.2% | +5.6% |
| 5Y | +13.0% | +84.2% | -71.3% | -5.3% |
| 10Y | +88.9% | +144.6% | -55.7% | +47.3% |
| All | +4,165.3% | +1,597.5% | +2,567.8% | +1,804.2% |
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