+248.1%
HD vs SGI
+318.6%
-70.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | -0.5% | -10.7% | +10.2% | +2.9% |
| 30D | +18.5% | -3.6% | +22.1% | +19.8% |
| 3M | +2.2% | -5.4% | +7.6% | +3.7% |
| 6M | +13.8% | -7.0% | +20.9% | +15.9% |
| YTD | +3.4% | -31.6% | +35.0% | +14.6% |
| 1Y | -3.5% | -33.5% | +30.0% | +7.8% |
| 3Y | +29.0% | +66.5% | -37.5% | +8.9% |
| 5Y | +6.1% | +42.2% | -36.1% | -9.9% |
| All | +248.1% | +318.6% | -70.4% | +106.5% |
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