-38.1%
HDB vs SIRI
-42.5%
+4.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -6.2% | -3.0% | -3.2% | -6.0% |
| 30D | -6.2% | +1.3% | -7.5% | -6.3% |
| 3M | -5.9% | +5.6% | -11.5% | -6.3% |
| 6M | -25.9% | +35.2% | -61.1% | -27.6% |
| YTD | -40.2% | +49.1% | -89.3% | -42.0% |
| 1Y | -38.0% | +26.8% | -64.8% | -39.2% |
| 3Y | -30.5% | -23.7% | -6.8% | -30.6% |
| 5Y | -38.1% | -41.8% | +3.7% | -36.0% |
| All | -38.1% | -42.5% | +4.4% | -36.0% |
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 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