-34.0%
HDB vs SIRI
+28.0%
-62.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +5.9% | +6.8% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +1.0% | +2.5% | -1.5% | +0.9% |
| 3M | -2.0% | +6.6% | -8.6% | -1.9% |
| 6M | -18.1% | +32.9% | -51.0% | -17.8% |
| YTD | -36.1% | +50.5% | -86.6% | -35.8% |
| 1Y | -34.0% | +28.0% | -62.0% | -33.0% |
| All | -34.0% | +28.0% | -62.1% | -33.0% |
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