+25,027.4%
SYK vs HAS
+3,598.5%
+21,428.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.3% | -1.8% | -6.5% | -7.9% |
| 30D | -10.1% | +2.3% | -12.3% | -10.6% |
| 3M | +0.9% | +10.4% | -9.5% | -1.7% |
| 6M | -20.2% | -3.2% | -17.0% | -20.0% |
| YTD | -13.3% | +15.4% | -28.7% | -17.0% |
| 1Y | -22.3% | +18.8% | -41.1% | -26.3% |
| 3Y | +9.7% | +43.9% | -34.2% | -3.1% |
| 5Y | +15.4% | +13.9% | +1.5% | +6.4% |
| 10Y | +192.9% | +56.4% | +136.4% | +138.4% |
| All | +25,027.4% | +3,598.5% | +21,428.9% | +8,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling