+951.2%
HIG vs SIRI
-14.1%
+965.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -2.3% | -3.0% | +0.7% | -2.0% |
| 30D | -1.2% | +1.3% | -2.5% | -1.4% |
| 3M | +6.3% | +5.6% | +0.7% | +5.7% |
| 6M | +0.6% | +35.2% | -34.6% | -2.5% |
| YTD | +0.6% | +49.1% | -48.5% | -3.4% |
| 1Y | +6.1% | +26.8% | -20.7% | +3.3% |
| 3Y | +102.0% | -23.7% | +125.6% | +101.6% |
| 5Y | +119.2% | -41.8% | +161.0% | +121.2% |
| 10Y | +312.5% | -11.3% | +323.7% | +301.5% |
| All | +951.2% | -14.1% | +965.3% | +696.4% |
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