+30,108.4%
HD vs SYK
+22,728.0%
+7,380.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.8% | -11.8% | +10.0% | +2.1% |
| 30D | -10.8% | -20.4% | +9.5% | -4.2% |
| 3M | -2.7% | -12.1% | +9.4% | +0.9% |
| 6M | -10.3% | -24.3% | +14.0% | -2.6% |
| YTD | -7.8% | -21.2% | +13.4% | -1.4% |
| 1Y | -23.1% | -29.2% | +6.0% | -15.0% |
| 3Y | +2.0% | -2.1% | +4.1% | +1.1% |
| 5Y | +6.2% | +4.7% | +1.5% | +1.9% |
| 10Y | +210.2% | +178.2% | +31.9% | +117.5% |
| All | +30,108.4% | +22,728.0% | +7,380.4% | +5,041.9% |
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