-23.2%
HD vs SGI
-19.6%
-3.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +9.3% | -10.5% | -4.4% |
| 30D | -11.1% | +6.9% | -18.0% | -13.4% |
| 3M | +2.0% | +2.8% | -0.8% | +0.9% |
| 6M | -10.5% | -12.6% | +2.1% | -7.6% |
| YTD | -6.9% | -21.5% | +14.7% | -1.5% |
| 1Y | -23.2% | -18.8% | -4.4% | -17.7% |
| All | -23.2% | -19.6% | -3.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling