+679.0%
HAL vs SIRI
-8.5%
+687.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +6.1% | -1.7% | +7.8% | +6.2% |
| 30D | +2.9% | +21.1% | -18.2% | +1.4% |
| 3M | +3.3% | +14.7% | -11.4% | +2.2% |
| 6M | -16.9% | +22.9% | -39.8% | -18.4% |
| YTD | +21.2% | +65.7% | -44.6% | +16.3% |
| 1Y | +27.5% | +53.5% | -25.9% | +23.1% |
| 3Y | -6.4% | -23.0% | +16.6% | -6.3% |
| 5Y | +58.0% | -41.5% | +99.5% | +59.3% |
| 10Y | -14.6% | -7.4% | -7.2% | -15.8% |
| All | +679.0% | -8.5% | +687.4% | +519.7% |
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