+72.8%
HCA vs SIRI
-41.5%
+114.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.2% |
| 7D | +5.4% | +0.6% | +4.9% | +5.3% |
| 30D | +3.0% | +2.5% | +0.5% | +2.6% |
| 3M | +13.0% | +6.6% | +6.4% | +12.1% |
| 6M | -20.3% | +32.9% | -53.1% | -23.1% |
| YTD | -8.2% | +50.5% | -58.7% | -12.8% |
| 1Y | +6.7% | +28.0% | -21.3% | +3.1% |
| 3Y | +60.4% | -22.4% | +82.8% | +60.6% |
| All | +72.8% | -41.5% | +114.3% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling