+652.7%
HST vs SIRI
-17.3%
+670.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -12.3% | -4.7% | -7.5% | -11.9% |
| 3M | -6.4% | +5.3% | -11.6% | -6.8% |
| 6M | +15.0% | +30.5% | -15.5% | +12.1% |
| YTD | +30.5% | +49.6% | -19.1% | +25.6% |
| 1Y | +35.7% | +28.5% | +7.2% | +32.1% |
| 3Y | +68.4% | -27.5% | +95.8% | +69.8% |
| 5Y | +73.1% | -44.7% | +117.8% | +76.4% |
| 10Y | +92.7% | -12.6% | +105.4% | +89.4% |
| All | +652.7% | -17.3% | +670.1% | +466.7% |
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