+3,652.6%
HDB vs SIRI
-50.1%
+3,702.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.4% |
| 30D | -4.9% | -2.8% | -2.0% | -4.7% |
| 3M | -2.3% | +5.9% | -8.2% | -2.8% |
| 6M | -23.7% | +31.9% | -55.7% | -25.6% |
| YTD | -38.5% | +48.7% | -87.1% | -40.6% |
| 1Y | -36.5% | +23.2% | -59.7% | -37.8% |
| 3Y | -28.5% | -23.9% | -4.6% | -28.5% |
| 5Y | -37.4% | -43.4% | +6.0% | -36.8% |
| 10Y | +34.0% | -13.6% | +47.7% | +30.3% |
| All | +3,652.6% | -50.1% | +3,702.7% | +3,121.1% |
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