+25.6%
HAL vs SGI
-10.7%
+36.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.8% | -10.0% | -2.7% |
| 7D | -7.7% | +12.1% | -19.8% | -7.0% |
| 30D | +0.7% | +12.1% | -11.4% | +1.4% |
| 3M | +2.5% | +0.4% | +2.0% | +2.7% |
| 6M | -20.7% | -4.0% | -16.7% | -20.1% |
| YTD | +18.4% | -21.2% | +39.6% | +22.4% |
| 1Y | +25.6% | -12.1% | +37.7% | +29.1% |
| All | +25.6% | -10.7% | +36.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling