-5.3%
SYK vs HLT
+42.8%
-48.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +7.5% | +3.6% | +3.9% | +6.4% |
| 30D | +20.4% | +14.6% | +5.9% | +15.9% |
| 3M | -0.3% | +13.9% | -14.2% | -3.9% |
| 6M | +14.2% | +18.3% | -4.1% | +8.2% |
| YTD | -3.8% | +28.9% | -32.7% | -11.5% |
| 1Y | -5.3% | +40.0% | -45.3% | -15.0% |
| All | -5.3% | +42.8% | -48.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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