+2.1%
HD vs SIRI
-24.2%
+26.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.8% | -3.9% | +2.1% | -1.3% |
| 30D | -10.8% | -0.8% | -10.0% | -10.8% |
| 3M | -2.7% | +4.3% | -7.0% | -3.3% |
| 6M | -10.3% | +34.1% | -44.3% | -13.8% |
| YTD | -7.8% | +47.3% | -55.1% | -12.6% |
| 1Y | -23.1% | +22.9% | -46.1% | -25.6% |
| All | +2.1% | -24.2% | +26.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling