+1.4%
HYG vs SYK
-22.7%
+24.1%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -0.7% | -9.1% | +8.4% | -0.6% |
| 30D | -0.7% | -20.6% | +19.9% | -0.4% |
| 3M | -0.2% | -9.6% | +9.4% | -0.2% |
| 6M | +1.4% | -19.9% | +21.3% | +3.0% |
| All | +1.4% | -22.7% | +24.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 2026-03-11 to 2026-09-11: compounded portfolio wealth divided by compounded SYK 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…
2026-03-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling