+247.2%
HD vs SGI
+356.4%
-109.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.9% |
| 7D | +5.2% | -3.9% | +9.1% | +6.5% |
| 30D | +20.7% | +0.9% | +19.8% | +20.4% |
| 3M | +0.8% | -2.9% | +3.7% | +1.5% |
| 6M | +12.2% | -9.0% | +21.2% | +15.0% |
| YTD | +4.2% | -29.2% | +33.4% | +14.3% |
| 1Y | -2.6% | -32.3% | +29.7% | +8.2% |
| 3Y | +30.0% | +72.4% | -42.4% | +8.6% |
| 5Y | +8.1% | +50.6% | -42.5% | -9.6% |
| 10Y | +247.2% | +335.2% | -88.1% | +102.8% |
| All | +247.2% | +356.4% | -109.3% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling