+5.0%
SYK vs HRB
+112.9%
-107.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -12.3% | -12.2% | -0.2% | -10.2% |
| 30D | -22.4% | -3.0% | -19.5% | -22.1% |
| 3M | -12.3% | +21.7% | -34.1% | -15.4% |
| 6M | -24.3% | +52.3% | -76.6% | -30.0% |
| YTD | -22.8% | +6.5% | -29.2% | -23.7% |
| 1Y | -28.8% | -6.7% | -22.1% | -27.9% |
| 3Y | -4.0% | +25.1% | -29.1% | -10.6% |
| All | +5.0% | +112.9% | -107.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling