+7.2%
SYK vs THC
+258.1%
-250.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -9.1% | -0.5% | -8.6% | -9.0% |
| 30D | -20.6% | -1.2% | -19.5% | -20.4% |
| 3M | -9.6% | +52.3% | -61.9% | -18.7% |
| 6M | -19.9% | +12.4% | -32.3% | -22.8% |
| YTD | -21.2% | +32.7% | -53.9% | -27.4% |
| 1Y | -28.4% | +36.4% | -64.8% | -34.8% |
| 3Y | -5.3% | +259.3% | -264.6% | -36.4% |
| All | +7.2% | +258.1% | -250.9% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling