+151.8%
HYG vs SYK
+397.7%
-245.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.7% | -12.3% | +11.6% | +1.9% |
| 30D | -0.6% | -22.4% | +21.9% | +4.6% |
| 3M | +0.4% | -12.3% | +12.8% | +2.6% |
| 6M | +1.2% | -24.3% | +25.5% | +6.5% |
| YTD | +1.5% | -22.8% | +24.2% | +6.1% |
| 1Y | +3.2% | -28.8% | +32.0% | +9.7% |
| 3Y | +25.9% | -4.0% | +29.9% | +24.0% |
| 5Y | +18.6% | +3.8% | +14.7% | +13.0% |
| 10Y | +55.8% | +172.8% | -117.0% | +12.4% |
| All | +151.8% | +397.7% | -245.9% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling