+22,282.0%
SYK vs HRB
+3,063.3%
+19,218.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -12.3% | -12.2% | -0.2% | -9.5% |
| 30D | -22.4% | -3.0% | -19.5% | -22.1% |
| 3M | -12.3% | +21.7% | -34.1% | -16.7% |
| 6M | -24.3% | +52.3% | -76.6% | -32.4% |
| YTD | -22.8% | +6.5% | -29.2% | -25.3% |
| 1Y | -28.8% | -6.7% | -22.1% | -29.1% |
| 3Y | -4.0% | +25.1% | -29.1% | -12.5% |
| 5Y | +3.8% | +113.8% | -109.9% | -18.7% |
| 10Y | +172.8% | +204.8% | -32.0% | +83.9% |
| All | +22,282.0% | +3,063.3% | +19,218.7% | +5,550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling