+768.6%
HAS vs SGI
+2,083.6%
-1,315.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.8% | +8.5% | -10.3% | -3.5% |
| 30D | +2.3% | +0.7% | +1.6% | +2.0% |
| 3M | +10.4% | +0.6% | +9.8% | +9.8% |
| 6M | -3.2% | -17.9% | +14.7% | 0.0% |
| YTD | +15.4% | -21.2% | +36.6% | +20.1% |
| 1Y | +18.8% | -18.9% | +37.7% | +22.6% |
| 3Y | +43.9% | +52.6% | -8.7% | +29.5% |
| 5Y | +13.9% | +60.7% | -46.8% | -0.9% |
| 10Y | +56.4% | +278.1% | -221.7% | +6.0% |
| All | +768.6% | +2,083.6% | -1,315.0% | +248.2% |
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