-7.2%
SYK vs HWM
+379.8%
-387.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.6% |
| 7D | -12.3% | -12.5% | +0.2% | -10.4% |
| 30D | -22.4% | -19.0% | -3.5% | -19.9% |
| 3M | -12.3% | -8.6% | -3.7% | -11.5% |
| 6M | -24.3% | -10.2% | -14.2% | -23.5% |
| YTD | -22.8% | +11.3% | -34.1% | -24.6% |
| 1Y | -28.8% | +24.3% | -53.0% | -32.0% |
| All | -7.2% | +379.8% | -387.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling