+262.6%
THC vs SIRI
-44.1%
+306.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| YTD | +35.4% | +47.3% | -11.9% | +27.1% |
| 1Y | +37.0% | +22.9% | +14.1% | +31.8% |
| 3Y | +260.1% | -24.6% | +284.6% | +259.7% |
| 5Y | +262.6% | -43.2% | +305.8% | +286.7% |
| All | +262.6% | -44.1% | +306.7% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling