+75.8%
HST vs SIRI
-42.5%
+118.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +0.7% | -3.0% | +3.7% | +1.2% |
| 30D | -0.7% | +1.3% | -2.0% | -0.9% |
| 3M | -4.0% | +5.6% | -9.6% | -5.0% |
| 6M | +20.7% | +35.1% | -14.4% | +14.5% |
| YTD | +31.0% | +49.0% | -18.0% | +22.1% |
| 1Y | +36.2% | +26.8% | +9.5% | +30.1% |
| 3Y | +66.6% | -23.7% | +90.3% | +66.2% |
| 5Y | +75.8% | -41.8% | +117.6% | +87.2% |
| All | +75.8% | -42.5% | +118.3% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling