+99.3%
HLT vs SIRI
-22.6%
+121.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -5.0% | +2.5% | -7.5% | -5.4% |
| 3M | -10.4% | +6.6% | -17.0% | -11.3% |
| 6M | +3.2% | +32.9% | -29.6% | -0.9% |
| YTD | +6.7% | +50.5% | -43.7% | +0.6% |
| 1Y | +10.3% | +28.0% | -17.7% | +5.9% |
| 3Y | +99.3% | -22.4% | +121.7% | +96.0% |
| All | +99.3% | -22.6% | +121.9% | +96.0% |
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 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