-32.9%
HDB vs SIRI
+59.9%
-92.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.4% | -2.9% | +4.8% |
| 7D | +12.9% | +22.3% | -9.4% | +11.5% |
| 30D | +10.0% | +26.9% | -16.9% | +8.6% |
| 3M | +1.8% | +9.6% | -7.8% | +0.7% |
| 6M | -2.1% | +27.2% | -29.3% | -2.6% |
| YTD | -33.4% | +72.4% | -105.8% | -31.9% |
| 1Y | -32.9% | +59.9% | -92.8% | -31.6% |
| All | -32.9% | +59.9% | -92.7% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling