+217.2%
HPQ vs SYK
+173.6%
+43.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.1% |
| 7D | +3.5% | -12.3% | +15.8% | +10.8% |
| 30D | +13.7% | -22.4% | +36.1% | +29.6% |
| 3M | +33.9% | -12.3% | +46.2% | +41.5% |
| 6M | +80.9% | -24.3% | +105.2% | +105.1% |
| YTD | +52.6% | -22.8% | +75.3% | +70.2% |
| 1Y | +21.2% | -28.8% | +50.0% | +41.5% |
| 3Y | +26.9% | -4.0% | +30.9% | +22.4% |
| 5Y | +41.1% | +3.8% | +37.3% | +26.3% |
| All | +217.2% | +173.6% | +43.6% | +75.9% |
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 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