+317.8%
HBAN vs SIRI
-17.7%
+335.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.7% |
| 30D | -5.9% | +1.3% | -7.2% | -6.0% |
| 3M | +0.2% | +5.6% | -5.4% | -0.2% |
| 6M | +6.6% | +35.2% | -28.5% | +4.1% |
| YTD | -1.7% | +49.1% | -50.8% | -4.8% |
| 1Y | -1.7% | +26.8% | -28.5% | -3.7% |
| 3Y | +74.9% | -23.7% | +98.6% | +75.5% |
| 5Y | +36.0% | -41.8% | +77.8% | +37.7% |
| 10Y | +156.9% | -11.3% | +168.2% | +154.0% |
| All | +317.8% | -17.7% | +335.4% | +244.8% |
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