+133.9%
HL vs SIRI
+28.3%
+105.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +25.1% | -4.7% | +29.8% | +25.4% |
| 3M | +22.9% | +5.3% | +17.6% | +21.5% |
| 6M | -4.9% | +30.5% | -35.4% | -4.9% |
| YTD | +7.8% | +49.6% | -41.8% | +8.4% |
| 1Y | +133.9% | +28.5% | +105.4% | +140.9% |
| All | +133.9% | +28.3% | +105.5% | +140.9% |
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