+4.7%
SYK vs HAS
+10.8%
-6.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -11.8% | -4.8% | -6.9% | -10.7% |
| 30D | -20.4% | -5.1% | -15.2% | -19.3% |
| 3M | -12.1% | +6.4% | -18.4% | -13.5% |
| 6M | -24.3% | -5.6% | -18.7% | -23.7% |
| YTD | -21.2% | +11.0% | -32.2% | -24.0% |
| 1Y | -29.2% | +16.8% | -46.0% | -32.6% |
| 3Y | -2.1% | +44.0% | -46.1% | -12.9% |
| 5Y | +4.7% | +11.0% | -6.2% | +7.4% |
| All | +4.7% | +10.8% | -6.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling