+474.0%
THC vs SIRI
-8.8%
+482.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.4% |
| 30D | +7.5% | +20.4% | -13.0% | +6.3% |
| 3M | +7.5% | +12.5% | -5.0% | +6.7% |
| 6M | +46.4% | +23.4% | +23.0% | +44.5% |
| YTD | +44.4% | +65.2% | -20.8% | +39.9% |
| 1Y | +43.4% | +52.4% | -8.9% | +39.7% |
| 3Y | +433.3% | -22.6% | +455.9% | +434.4% |
| 5Y | +262.5% | -41.7% | +304.2% | +265.4% |
| 10Y | +1,871.5% | -7.8% | +1,879.3% | +1,854.7% |
| All | +474.0% | -8.8% | +482.8% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling