+2,049.6%
SYY vs HIG
+980.5%
+1,069.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -5.3% | -4.9% | -0.4% | -4.5% |
| 3M | +5.1% | +6.8% | -1.7% | +3.9% |
| 6M | -5.0% | -1.7% | -3.3% | -4.9% |
| YTD | +10.7% | -0.2% | +10.9% | +10.5% |
| 1Y | +0.7% | +5.7% | -5.0% | -0.5% |
| 3Y | +24.0% | +100.3% | -76.2% | +10.2% |
| 5Y | +19.3% | +118.5% | -99.2% | +4.4% |
| 10Y | +96.4% | +309.7% | -213.3% | +56.4% |
| All | +2,049.6% | +980.5% | +1,069.1% | +948.1% |
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