+167.6%
SYK vs DHI
+405.9%
-238.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.2% |
| 7D | -12.3% | -6.1% | -6.2% | -10.6% |
| 30D | -22.4% | -10.1% | -12.4% | -19.9% |
| 3M | -12.3% | -7.3% | -5.0% | -10.5% |
| 6M | -24.3% | -6.1% | -18.2% | -23.3% |
| YTD | -22.8% | -5.0% | -17.7% | -22.4% |
| 1Y | -28.8% | -22.1% | -6.7% | -24.4% |
| 3Y | -4.0% | +19.2% | -23.2% | -14.8% |
| 5Y | +3.8% | +59.4% | -55.6% | -19.1% |
| All | +167.6% | +405.9% | -238.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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