+126.8%
HPE vs SYK
-28.8%
+155.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.3% | -7.0% |
| 7D | +1.4% | -12.3% | +13.8% | -3.4% |
| 30D | +1.5% | -22.4% | +24.0% | -7.5% |
| 3M | +21.7% | -12.3% | +34.1% | +16.8% |
| 6M | +164.2% | -24.3% | +188.5% | +151.4% |
| YTD | +132.1% | -22.8% | +154.8% | +121.1% |
| All | +126.8% | -28.8% | +155.6% | +122.0% |
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