+161.9%
SYK vs HWM
+1,301.3%
-1,139.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.4% |
| 7D | -12.3% | -12.5% | +0.2% | -8.9% |
| 30D | -22.4% | -19.0% | -3.5% | -17.8% |
| 3M | -12.3% | -8.6% | -3.7% | -10.7% |
| 6M | -24.3% | -10.2% | -14.2% | -22.8% |
| YTD | -22.8% | +11.3% | -34.1% | -26.2% |
| 1Y | -28.8% | +24.3% | -53.0% | -34.3% |
| 3Y | -4.0% | +382.3% | -386.2% | -43.3% |
| 5Y | +3.8% | +640.6% | -636.8% | -47.0% |
| All | +161.9% | +1,301.3% | -1,139.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling