+116.4%
HPE vs SYK
-4.2%
+120.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.4% | -15.0% | -1.2% |
| 7D | -17.0% | +11.7% | -28.7% | -11.8% |
| 30D | -26.7% | +19.1% | -45.8% | -19.3% |
| 3M | -4.1% | +1.4% | -5.6% | -1.0% |
| 6M | +75.4% | +17.4% | +58.0% | +93.5% |
| YTD | +111.0% | -2.5% | +113.6% | +125.3% |
| 1Y | +116.4% | -5.3% | +121.7% | +130.0% |
| All | +116.4% | -4.2% | +120.6% | +130.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling