-13.7%
HAL vs SGI
+69.1%
-82.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.6% |
| 7D | -12.0% | +1.0% | -12.9% | -12.2% |
| 30D | +0.3% | +3.9% | -3.6% | -0.6% |
| 3M | -1.6% | -0.8% | -0.8% | -1.9% |
| 6M | -20.5% | -18.0% | -2.5% | -18.1% |
| YTD | +14.2% | -27.6% | +41.8% | +20.9% |
| 1Y | +18.9% | -27.2% | +46.1% | +25.4% |
| 3Y | -13.7% | +76.0% | -89.7% | -31.2% |
| All | -13.7% | +69.1% | -82.8% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling