+754.8%
HAL vs SIRI
-17.3%
+772.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | +2.9% | +1.6% | +1.4% | +2.8% |
| 30D | +17.0% | -4.7% | +21.7% | +17.4% |
| 3M | -9.7% | +5.3% | -14.9% | -10.1% |
| 6M | +8.6% | +30.5% | -21.9% | +6.2% |
| YTD | +33.0% | +49.6% | -16.7% | +28.7% |
| 1Y | +68.3% | +28.5% | +39.8% | +64.5% |
| 3Y | +0.1% | -27.5% | +27.6% | +0.6% |
| 5Y | +102.6% | -44.7% | +147.3% | +105.3% |
| 10Y | +3.8% | -12.6% | +16.5% | +3.0% |
| All | +754.8% | -17.3% | +772.2% | +585.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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