+4,939.3%
SYK vs HIG
+989.6%
+3,949.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -12.3% | -2.3% | -10.0% | -12.0% |
| 30D | -22.4% | -1.2% | -21.2% | -22.3% |
| 3M | -12.3% | +6.3% | -18.6% | -13.2% |
| 6M | -24.3% | +0.6% | -24.9% | -24.4% |
| YTD | -22.8% | +0.6% | -23.4% | -22.8% |
| 1Y | -28.8% | +6.1% | -34.9% | -29.5% |
| 3Y | -4.0% | +102.0% | -105.9% | -15.2% |
| 5Y | +3.8% | +119.2% | -115.4% | -9.8% |
| 10Y | +172.8% | +312.5% | -139.7% | +110.3% |
| All | +4,939.3% | +989.6% | +3,949.8% | +2,092.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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