+7.0%
HD vs SIRI
-40.4%
+47.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -2.6% | +1.5% | -0.8% |
| 30D | +20.9% | +22.2% | -1.3% | +17.8% |
| 3M | -0.2% | +14.1% | -14.2% | -2.0% |
| 6M | +14.5% | +22.5% | -8.0% | +11.4% |
| YTD | +4.3% | +67.9% | -63.6% | -2.7% |
| 1Y | -3.5% | +54.6% | -58.1% | -9.0% |
| 3Y | +30.1% | -21.3% | +51.5% | +29.4% |
| All | +7.0% | -40.4% | +47.4% | +13.6% |
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