-22.4%
SIRI vs HBM
+458.1%
-480.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.6% | -3.3% | +3.8% | +1.0% |
| 30D | +2.5% | -4.8% | +7.3% | +3.1% |
| 3M | +6.6% | -0.4% | +7.0% | +6.0% |
| 6M | +32.9% | +17.9% | +15.0% | +27.0% |
| YTD | +50.5% | +33.7% | +16.7% | +37.2% |
| 1Y | +28.0% | +95.6% | -67.6% | +5.7% |
| 3Y | -22.4% | +458.1% | -480.5% | -53.0% |
| All | -22.4% | +458.1% | -480.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling