+108.1%
HST vs SIRI
-11.0%
+119.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +0.7% | -3.0% | +3.7% | +1.5% |
| 30D | -0.7% | +1.3% | -2.0% | -1.1% |
| 3M | -4.0% | +5.6% | -9.6% | -5.6% |
| 6M | +20.7% | +35.2% | -14.5% | +10.6% |
| YTD | +31.0% | +49.1% | -18.0% | +16.5% |
| 1Y | +36.2% | +26.8% | +9.4% | +26.0% |
| 3Y | +66.6% | -23.7% | +90.3% | +67.4% |
| 5Y | +75.8% | -41.8% | +117.6% | +80.0% |
| All | +108.1% | -11.0% | +119.1% | +71.4% |
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