+167.6%
SYK vs THC
+1,021.1%
-853.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | +1.5% | -24.0% | -22.7% |
| 3M | -12.3% | +59.9% | -72.2% | -20.7% |
| 6M | -24.3% | +11.0% | -35.3% | -26.5% |
| YTD | -22.8% | +32.6% | -55.3% | -28.0% |
| 1Y | -28.8% | +37.4% | -66.2% | -34.3% |
| 3Y | -4.0% | +252.5% | -256.5% | -29.2% |
| 5Y | +3.8% | +262.3% | -258.5% | -26.5% |
| All | +167.6% | +1,021.1% | -853.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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