+228.7%
HL vs SYK
+5.5%
+223.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.1% |
| 7D | -4.4% | -9.1% | +4.7% | -0.6% |
| 30D | +9.3% | -20.6% | +29.9% | +20.2% |
| 3M | +32.0% | -9.6% | +41.6% | +35.5% |
| 6M | -6.4% | -19.9% | +13.4% | +1.6% |
| YTD | +3.1% | -21.2% | +24.3% | +12.2% |
| 1Y | +77.6% | -28.4% | +106.0% | +103.1% |
| 3Y | +392.8% | -5.3% | +398.2% | +365.2% |
| All | +228.7% | +5.5% | +223.1% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling