+173.1%
SYK vs HAS
+61.8%
+111.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +1.6% |
| 7D | -9.1% | -1.1% | -8.0% | -8.8% |
| 30D | -20.6% | -2.8% | -17.8% | -20.0% |
| 3M | -9.6% | +10.1% | -19.7% | -12.2% |
| 6M | -19.9% | -1.4% | -18.5% | -20.1% |
| YTD | -21.2% | +14.2% | -35.4% | -25.0% |
| 1Y | -28.4% | +18.2% | -46.6% | -32.7% |
| 3Y | -5.3% | +48.6% | -53.9% | -19.0% |
| 5Y | +6.0% | +14.2% | -8.2% | -2.8% |
| All | +173.1% | +61.8% | +111.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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