+430.4%
THC vs SIRI
-17.3%
+447.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.7% |
| 7D | -0.7% | +1.6% | -2.2% | -0.8% |
| 30D | +1.3% | -4.7% | +6.0% | +1.5% |
| 3M | +64.2% | +5.3% | +59.0% | +63.7% |
| 6M | +8.3% | +30.5% | -22.2% | +6.4% |
| YTD | +33.4% | +49.6% | -16.3% | +30.1% |
| 1Y | +37.7% | +28.5% | +9.2% | +35.4% |
| 3Y | +236.8% | -27.5% | +264.2% | +238.4% |
| 5Y | +249.3% | -44.7% | +293.9% | +253.3% |
| 10Y | +995.2% | -12.6% | +1,007.9% | +990.6% |
| All | +430.4% | -17.3% | +447.7% | +388.8% |
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