+248.6%
HD vs SIRI
-7.4%
+256.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | +18.0% | +21.1% | -3.1% | +13.2% |
| 3M | +2.8% | +14.7% | -11.9% | -0.4% |
| 6M | +17.0% | +22.9% | -6.0% | +11.5% |
| YTD | +3.5% | +65.7% | -62.2% | -8.0% |
| 1Y | -2.6% | +53.5% | -56.1% | -12.0% |
| 3Y | +30.7% | -23.0% | +53.7% | +32.4% |
| 5Y | +6.2% | -41.5% | +47.7% | +10.3% |
| All | +248.6% | -7.4% | +256.0% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling