+392.8%
HL vs SIRI
-22.6%
+415.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | +9.3% | +2.5% | +6.8% | +8.8% |
| 3M | +32.0% | +6.6% | +25.4% | +29.8% |
| 6M | -6.4% | +32.9% | -39.3% | -12.0% |
| YTD | +3.1% | +50.5% | -47.3% | -6.1% |
| 1Y | +77.6% | +28.0% | +49.6% | +67.2% |
| 3Y | +392.8% | -22.4% | +415.2% | +431.6% |
| All | +392.8% | -22.6% | +415.4% | +431.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling