-14.9%
HAL vs SGI
+319.5%
-334.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +6.1% | -5.3% | +11.4% | +7.9% |
| 30D | +2.9% | -2.1% | +5.0% | +2.8% |
| 3M | +3.3% | -8.2% | +11.5% | +5.2% |
| 6M | -16.9% | -4.6% | -12.4% | -17.7% |
| YTD | +21.2% | -31.5% | +52.6% | +32.3% |
| 1Y | +27.5% | -30.8% | +58.4% | +38.7% |
| 3Y | -6.4% | +67.2% | -73.7% | -28.3% |
| 5Y | +58.0% | +42.5% | +15.5% | +21.2% |
| All | -14.9% | +319.5% | -334.4% | -60.5% |
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