+2,940.8%
HPQ vs SYK
+22,282.0%
-19,341.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +3.5% | -12.3% | +15.8% | +7.7% |
| 30D | +13.7% | -22.4% | +36.1% | +22.8% |
| 3M | +33.9% | -12.3% | +46.2% | +38.6% |
| 6M | +80.9% | -24.3% | +105.2% | +94.8% |
| YTD | +52.6% | -22.8% | +75.3% | +63.0% |
| 1Y | +21.2% | -28.8% | +50.0% | +32.7% |
| 3Y | +26.9% | -4.0% | +30.9% | +26.0% |
| 5Y | +41.1% | +3.8% | +37.3% | +35.9% |
| 10Y | +229.6% | +172.8% | +56.8% | +142.3% |
| All | +2,940.8% | +22,282.0% | -19,341.2% | +748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling