+1,754.0%
HCA vs SIRI
+111.3%
+1,642.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | +5.4% | +0.6% | +4.9% | +5.3% |
| 30D | +3.0% | +2.5% | +0.5% | +2.2% |
| 3M | +13.0% | +6.6% | +6.4% | +11.0% |
| 6M | -20.3% | +32.9% | -53.1% | -26.0% |
| YTD | -8.2% | +50.5% | -58.7% | -17.6% |
| 1Y | +6.7% | +28.0% | -21.3% | -0.8% |
| 3Y | +60.4% | -22.4% | +82.8% | +59.6% |
| 5Y | +73.4% | -41.3% | +114.7% | +76.5% |
| 10Y | +506.9% | -10.4% | +517.4% | +420.6% |
| All | +1,754.0% | +111.3% | +1,642.7% | +1,178.2% |
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