+266.6%
THC vs SIRI
-24.2%
+290.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.0% |
| 7D | +4.1% | -3.9% | +8.0% | +4.7% |
| 30D | +3.5% | -0.8% | +4.4% | +3.5% |
| 3M | +61.7% | +4.3% | +57.4% | +60.5% |
| 6M | +11.8% | +34.1% | -22.2% | +6.0% |
| YTD | +35.4% | +47.3% | -11.9% | +26.3% |
| 1Y | +37.0% | +22.9% | +14.1% | +31.2% |
| All | +266.6% | -24.2% | +290.9% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling