+28.9%
SYY vs HIG
+101.1%
-72.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.9% | -1.5% | +5.4% | +4.5% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | +5.2% | +6.7% | -1.5% | +2.7% |
| 6M | -0.2% | +2.0% | -2.2% | -1.3% |
| YTD | +15.4% | +0.3% | +15.1% | +14.7% |
| 1Y | +5.6% | +4.2% | +1.4% | +3.2% |
| 3Y | +28.9% | +102.2% | -73.4% | -8.8% |
| All | +28.9% | +101.1% | -72.3% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling