+7.4%
HAL vs SGI
+263.3%
-255.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +10.9% | +5.5% | +5.4% | +8.8% |
| 3M | -5.8% | -3.6% | -2.3% | -5.7% |
| 6M | +8.1% | -15.0% | +23.1% | +11.0% |
| YTD | +33.2% | -23.0% | +56.2% | +40.9% |
| 1Y | +74.2% | -18.4% | +92.6% | +79.4% |
| 3Y | -3.7% | +57.8% | -61.5% | -23.3% |
| 5Y | +111.9% | +51.5% | +60.4% | +63.2% |
| 10Y | +7.4% | +275.2% | -267.8% | -51.3% |
| All | +7.4% | +263.3% | -255.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling