-19.9%
SYK vs HRB
+52.9%
-72.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | -9.1% | -8.0% | -1.1% | -7.5% |
| 30D | -20.6% | -16.0% | -4.7% | -18.1% |
| 3M | -9.6% | +26.9% | -36.5% | -12.5% |
| 6M | -19.9% | +51.1% | -71.0% | -23.3% |
| All | -19.9% | +52.9% | -72.8% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling