+168.1%
SYK vs HWM
+1,323.5%
-1,155.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.7% | +1.9% | -5.8% |
| 7D | -12.9% | -9.2% | -3.7% | -10.5% |
| 30D | -18.5% | -17.9% | -0.6% | -14.0% |
| 3M | -8.1% | -6.0% | -2.0% | -7.1% |
| 6M | -23.8% | -7.4% | -16.4% | -22.9% |
| YTD | -20.9% | +13.1% | -34.0% | -24.7% |
| 1Y | -29.0% | +29.3% | -58.3% | -35.3% |
| 3Y | -1.7% | +389.9% | -391.6% | -42.2% |
| 5Y | +4.0% | +655.5% | -651.6% | -47.2% |
| All | +168.1% | +1,323.5% | -1,155.4% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling