+19.3%
SYY vs THC
+248.0%
-228.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -5.3% | -1.2% | -4.1% | -5.2% |
| 3M | +5.1% | +58.9% | -53.8% | -1.4% |
| 6M | -5.0% | +9.3% | -14.3% | -6.6% |
| YTD | +10.7% | +30.4% | -19.7% | +6.2% |
| 1Y | +0.7% | +34.6% | -33.9% | -4.1% |
| 3Y | +24.0% | +246.7% | -222.6% | -0.4% |
| 5Y | +19.3% | +244.5% | -225.3% | -1.8% |
| All | +19.3% | +248.0% | -228.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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