+22,814.2%
SYK vs HST
+1,331.9%
+21,482.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | -12.9% | +2.0% | -14.9% | -13.3% |
| 30D | -18.5% | -5.2% | -13.2% | -17.5% |
| 3M | -8.1% | -6.2% | -1.8% | -6.9% |
| 6M | -23.8% | +20.4% | -44.2% | -27.2% |
| YTD | -20.9% | +30.6% | -51.6% | -26.0% |
| 1Y | -29.0% | +37.4% | -66.3% | -34.4% |
| 3Y | -1.7% | +66.1% | -67.8% | -13.9% |
| 5Y | +4.0% | +73.7% | -69.8% | -11.2% |
| 10Y | +168.8% | +99.8% | +69.0% | +114.7% |
| All | +22,814.2% | +1,331.9% | +21,482.2% | +11,240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling