-22.3%
SYK vs HRB
+1.1%
-23.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.1% |
| 7D | -8.3% | -5.7% | -2.7% | -7.7% |
| 30D | -10.1% | +7.9% | -18.0% | -11.0% |
| 3M | +0.9% | +32.1% | -31.2% | -2.6% |
| 6M | -20.2% | +62.2% | -82.4% | -23.9% |
| YTD | -13.3% | +16.4% | -29.7% | -12.3% |
| 1Y | -22.3% | -0.3% | -22.1% | -18.7% |
| All | -22.3% | +1.1% | -23.4% | -18.7% |
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