-5.3%
SYK vs HRB
+16.9%
-22.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.4% | +5.0% | +8.7% |
| 7D | +11.7% | +16.0% | -4.3% | +9.3% |
| 30D | +19.1% | +32.1% | -13.0% | +14.4% |
| 3M | +1.4% | +21.5% | -20.1% | -1.3% |
| 6M | +17.4% | +82.1% | -64.6% | +11.2% |
| YTD | -2.5% | +31.6% | -34.1% | -4.7% |
| 1Y | -5.3% | +15.9% | -21.2% | -7.7% |
| All | -5.3% | +16.9% | -22.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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