+337.2%
SYK vs HLT
+641.9%
-304.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.6% | -9.8% | -11.3% |
| 30D | -22.4% | -2.6% | -19.8% | -21.6% |
| 3M | -12.3% | -9.4% | -2.9% | -9.0% |
| 6M | -24.3% | +2.7% | -27.0% | -25.6% |
| YTD | -22.8% | +6.8% | -29.5% | -25.4% |
| 1Y | -28.8% | +12.4% | -41.1% | -32.8% |
| 3Y | -4.0% | +100.2% | -104.1% | -29.8% |
| 5Y | +3.8% | +143.7% | -139.9% | -31.7% |
| 10Y | +172.8% | +584.9% | -412.0% | +22.2% |
| All | +337.2% | +641.9% | -304.7% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling