+22,814.2%
SYK vs THC
+495.1%
+22,319.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.3% | -6.5% | -8.4% |
| 7D | -12.9% | -2.6% | -10.4% | -12.5% |
| 30D | -18.5% | -1.2% | -17.3% | -18.3% |
| 3M | -8.1% | +58.9% | -67.0% | -15.1% |
| 6M | -23.8% | +9.3% | -33.1% | -25.3% |
| YTD | -20.9% | +30.4% | -51.3% | -25.0% |
| 1Y | -29.0% | +34.6% | -63.6% | -33.1% |
| 3Y | -1.7% | +246.7% | -248.4% | -22.4% |
| 5Y | +4.0% | +244.5% | -240.6% | -20.0% |
| 10Y | +168.8% | +950.1% | -781.3% | +54.2% |
| All | +22,814.2% | +495.1% | +22,319.1% | +8,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling