+225.5%
HOOD vs SYK
+5.6%
+219.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.5% |
| 7D | -9.1% | -12.3% | +3.2% | -1.8% |
| 30D | +20.1% | -22.4% | +42.5% | +39.3% |
| 3M | +31.2% | -12.3% | +43.6% | +37.7% |
| 6M | +44.3% | -24.3% | +68.6% | +67.4% |
| YTD | +0.2% | -22.8% | +23.0% | +13.2% |
| 1Y | -3.5% | -28.8% | +25.3% | +15.4% |
| 3Y | +955.2% | -4.0% | +959.2% | +917.2% |
| 5Y | +175.3% | +3.8% | +171.4% | +93.6% |
| All | +225.5% | +5.6% | +219.8% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling