+634.9%
HLT vs SIRI
+4.3%
+630.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -5.0% | +2.5% | -7.5% | -5.7% |
| 3M | -10.4% | +6.6% | -17.0% | -12.1% |
| 6M | +3.2% | +32.9% | -29.6% | -4.7% |
| YTD | +6.7% | +50.5% | -43.7% | -4.9% |
| 1Y | +10.3% | +28.0% | -17.7% | +2.0% |
| 3Y | +99.3% | -22.4% | +121.7% | +98.2% |
| 5Y | +143.7% | -41.3% | +185.0% | +147.7% |
| 10Y | +584.7% | -10.4% | +595.2% | +430.6% |
| All | +634.9% | +4.3% | +630.6% | +424.9% |
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 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