+233.6%
HAL vs SGI
+1,905.4%
-1,671.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.2% |
| 7D | -12.0% | +1.0% | -12.9% | -12.4% |
| 30D | +0.3% | +3.9% | -3.6% | -1.2% |
| 3M | -1.6% | -0.8% | -0.8% | -2.1% |
| 6M | -20.5% | -18.0% | -2.5% | -17.7% |
| YTD | +14.2% | -27.6% | +41.8% | +20.9% |
| 1Y | +18.9% | -27.2% | +46.1% | +25.5% |
| 3Y | -13.7% | +76.0% | -89.7% | -30.0% |
| 5Y | +42.2% | +50.0% | -7.8% | +15.2% |
| 10Y | -16.7% | +399.1% | -415.8% | -54.7% |
| All | +233.6% | +1,905.4% | -1,671.9% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling