-29.8%
SYK vs HWM
+23.9%
-53.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.7% |
| 7D | -12.3% | -12.5% | +0.2% | -11.0% |
| 30D | -22.4% | -19.0% | -3.5% | -21.0% |
| 3M | -12.3% | -8.6% | -3.7% | -12.0% |
| 6M | -24.3% | -10.2% | -14.2% | -24.3% |
| YTD | -22.8% | +11.3% | -34.1% | -21.4% |
| All | -29.8% | +23.9% | -53.7% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling