-22.3%
SYK vs HST
+38.1%
-60.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.3% | -1.0% | -7.3% | -8.2% |
| 30D | -10.1% | -12.3% | +2.2% | -8.7% |
| 3M | +0.9% | -6.4% | +7.3% | +1.6% |
| 6M | -20.2% | +15.0% | -35.2% | -22.0% |
| YTD | -13.3% | +30.5% | -43.8% | -16.1% |
| 1Y | -22.3% | +35.7% | -58.0% | -27.0% |
| All | -22.3% | +38.1% | -60.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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