+1,644.1%
THC vs SIRI
-7.4%
+1,651.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.0% | -1.7% | +2.7% | +1.5% |
| 30D | +5.3% | +21.1% | -15.8% | -0.7% |
| 3M | +7.1% | +14.7% | -7.6% | +2.3% |
| 6M | +46.0% | +22.9% | +23.1% | +35.9% |
| YTD | +43.9% | +65.7% | -21.8% | +21.3% |
| 1Y | +45.4% | +53.5% | -8.0% | +25.5% |
| 3Y | +421.3% | -23.0% | +444.3% | +431.3% |
| 5Y | +261.5% | -41.5% | +303.0% | +279.3% |
| All | +1,644.1% | -7.4% | +1,651.5% | +1,469.9% |
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