+122.4%
HST vs SIRI
-7.4%
+129.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +3.6% | -1.7% | +5.3% | +4.0% |
| 30D | +11.2% | +21.1% | -9.9% | +5.5% |
| 3M | +13.1% | +14.7% | -1.6% | +8.7% |
| 6M | +23.9% | +22.9% | +1.0% | +16.6% |
| YTD | +52.3% | +65.7% | -13.5% | +31.4% |
| 1Y | +56.7% | +53.5% | +3.2% | +38.0% |
| 3Y | +87.5% | -23.0% | +110.5% | +90.0% |
| 5Y | +82.8% | -41.5% | +124.3% | +91.5% |
| All | +122.4% | -7.4% | +129.9% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling