+105.3%
HAL vs SGI
+60.4%
+44.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.9% | +8.5% | -5.6% | +1.3% |
| 30D | +17.0% | +0.7% | +16.4% | +16.7% |
| 3M | -9.7% | +0.6% | -10.3% | -10.4% |
| 6M | +8.6% | -17.9% | +26.6% | +11.9% |
| YTD | +33.0% | -21.2% | +54.2% | +38.0% |
| 1Y | +68.3% | -18.9% | +87.2% | +72.8% |
| 3Y | +0.1% | +52.6% | -52.5% | -12.9% |
| All | +105.3% | +60.4% | +44.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling