-7.2%
SYK vs THC
+250.7%
-258.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.2% |
| 6M | -24.3% | +11.0% | -35.3% | -26.5% |
| YTD | -22.8% | +32.6% | -55.3% | -27.7% |
| 1Y | -28.8% | +37.4% | -66.2% | -34.0% |
| All | -7.2% | +250.7% | -258.0% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling