+6,425.7%
HD vs SIRI
-7.3%
+6,433.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -2.6% | +1.5% | -1.0% |
| 30D | +20.9% | +22.2% | -1.3% | +19.2% |
| 3M | -0.2% | +14.1% | -14.2% | -1.1% |
| 6M | +14.5% | +22.5% | -8.0% | +12.7% |
| YTD | +4.3% | +67.9% | -63.6% | +0.3% |
| 1Y | -3.5% | +54.6% | -58.1% | -6.6% |
| 3Y | +30.1% | -21.3% | +51.5% | +30.2% |
| 5Y | +8.5% | -40.4% | +48.8% | +9.3% |
| 10Y | +245.3% | -6.2% | +251.5% | +237.2% |
| All | +6,425.7% | -7.3% | +6,433.0% | +5,229.3% |
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