-5.3%
SYK vs HCA
+8.5%
-13.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +7.5% | +6.1% | +1.3% | +4.9% |
| 30D | +20.4% | +17.4% | +3.0% | +13.8% |
| 3M | -0.3% | +24.1% | -24.4% | -7.4% |
| 6M | +14.2% | +18.8% | -4.7% | +5.3% |
| YTD | -3.8% | +9.3% | -13.1% | -9.6% |
| 1Y | -5.3% | +8.0% | -13.3% | -11.3% |
| All | -5.3% | +8.5% | -13.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling