+420.9%
SYK vs HCA
+1,718.5%
-1,297.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | +2.9% | -15.3% | -13.3% |
| 30D | -22.4% | +2.4% | -24.8% | -23.2% |
| 3M | -12.3% | +13.0% | -25.4% | -16.4% |
| 6M | -24.3% | -21.4% | -2.9% | -18.0% |
| YTD | -22.8% | -9.5% | -13.3% | -20.8% |
| 1Y | -28.8% | +7.5% | -36.3% | -31.6% |
| 3Y | -4.0% | +57.6% | -61.6% | -21.3% |
| 5Y | +3.8% | +71.1% | -67.3% | -19.0% |
| 10Y | +172.8% | +498.8% | -326.0% | +38.0% |
| All | +420.9% | +1,718.5% | -1,297.6% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling