+973.2%
THC vs SIRI
-10.2%
+983.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -1.2% | +2.5% | -3.7% | -2.2% |
| 3M | +52.3% | +6.6% | +45.7% | +48.7% |
| 6M | +12.4% | +32.9% | -20.5% | +1.7% |
| YTD | +32.7% | +50.5% | -17.8% | +15.2% |
| 1Y | +36.4% | +28.0% | +8.4% | +24.1% |
| 3Y | +259.3% | -22.4% | +281.7% | +257.3% |
| 5Y | +262.7% | -41.3% | +303.9% | +264.9% |
| All | +973.2% | -10.2% | +983.4% | +740.9% |
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