+151.7%
HYG vs SYY
+331.3%
-179.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | +3.9% | -4.7% | -1.3% |
| 30D | -0.7% | -1.7% | +1.0% | -0.5% |
| 3M | -0.2% | +5.2% | -5.4% | -1.1% |
| 6M | +1.4% | -0.2% | +1.6% | +1.1% |
| YTD | +1.5% | +15.4% | -13.9% | -1.5% |
| 1Y | +2.9% | +5.6% | -2.7% | +1.3% |
| 3Y | +25.6% | +28.9% | -3.2% | +18.8% |
| 5Y | +18.6% | +24.1% | -5.5% | +11.9% |
| 10Y | +55.7% | +116.2% | -60.5% | +24.9% |
| All | +151.7% | +331.3% | -179.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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