-29.8%
SYK vs HCA
+7.2%
-37.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | +2.9% | -15.3% | -13.1% |
| 30D | -22.4% | +2.4% | -24.8% | -23.1% |
| 3M | -12.3% | +13.0% | -25.4% | -15.6% |
| 6M | -24.3% | -21.4% | -2.9% | -22.0% |
| YTD | -22.8% | -9.5% | -13.3% | -22.5% |
| All | -29.8% | +7.2% | -37.0% | -32.5% |
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