+1,022.1%
HAS vs SGI
+2,021.1%
-998.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.1% |
| 7D | 0.0% | +5.3% | -5.3% | -1.2% |
| 30D | +31.3% | +8.2% | +23.1% | +29.1% |
| 3M | +32.1% | -2.2% | +34.3% | +32.3% |
| 6M | +28.1% | -8.4% | +36.6% | +29.3% |
| YTD | +49.1% | -23.4% | +72.5% | +55.9% |
| 1Y | +60.5% | -14.0% | +74.5% | +63.5% |
| 3Y | +183.9% | +78.8% | +105.1% | +147.6% |
| 5Y | +51.2% | +58.6% | -7.4% | +31.9% |
| 10Y | +105.3% | +427.8% | -322.6% | +32.3% |
| All | +1,022.1% | +2,021.1% | -998.9% | +351.9% |
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