+671.8%
SYK vs HBM
+593.2%
+78.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.6% | -1.1% |
| 7D | -12.3% | -3.7% | -8.6% | -12.0% |
| 30D | -22.4% | -3.7% | -18.8% | -22.3% |
| 3M | -12.3% | +8.0% | -20.3% | -13.9% |
| 6M | -24.3% | +15.8% | -40.1% | -26.9% |
| YTD | -22.8% | +34.4% | -57.1% | -27.3% |
| 1Y | -28.8% | +98.2% | -126.9% | -36.5% |
| 3Y | -4.0% | +476.6% | -480.6% | -27.5% |
| 5Y | +3.8% | +331.1% | -327.3% | -21.4% |
| 10Y | +172.8% | +591.6% | -418.8% | +72.4% |
| All | +671.8% | +593.2% | +78.6% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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