+60.2%
HAS vs SGI
-23.3%
+83.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +1.0% |
| 7D | -0.2% | +1.0% | -1.1% | -0.5% |
| 30D | +31.0% | +3.9% | +27.1% | +29.5% |
| 3M | +30.7% | -0.8% | +31.5% | +30.4% |
| 6M | +23.9% | -18.0% | +41.9% | +32.2% |
| YTD | +48.3% | -27.6% | +75.9% | +64.1% |
| 1Y | +60.2% | -27.2% | +87.5% | +77.2% |
| All | +60.2% | -23.3% | +83.5% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling