+3.8%
SYK vs HST
+72.0%
-68.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -12.3% | +0.7% | -13.0% | -12.5% |
| 30D | -22.4% | -0.7% | -21.8% | -22.3% |
| 3M | -12.3% | -4.0% | -8.3% | -11.5% |
| 6M | -24.3% | +20.7% | -45.0% | -29.0% |
| YTD | -22.8% | +31.0% | -53.8% | -29.5% |
| 1Y | -28.8% | +36.2% | -65.0% | -36.0% |
| 3Y | -4.0% | +66.6% | -70.6% | -21.2% |
| 5Y | +3.8% | +75.8% | -71.9% | -17.9% |
| All | +3.8% | +72.0% | -68.2% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling