+1,043.5%
HAS vs SGI
+1,862.0%
-818.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.8% |
| 7D | +3.3% | -3.9% | +7.2% | +4.0% |
| 30D | +30.5% | +0.9% | +29.6% | +30.1% |
| 3M | +29.9% | -2.9% | +32.8% | +30.3% |
| 6M | +26.5% | -9.0% | +35.5% | +27.9% |
| YTD | +51.9% | -29.2% | +81.1% | +61.3% |
| 1Y | +60.9% | -32.3% | +93.2% | +72.4% |
| 3Y | +215.0% | +72.4% | +142.6% | +176.7% |
| 5Y | +51.5% | +50.6% | +0.9% | +33.5% |
| 10Y | +102.2% | +335.2% | -233.0% | +35.1% |
| All | +1,043.5% | +1,862.0% | -818.5% | +367.7% |
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