+7.8%
HD vs SGI
+58.5%
-50.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -0.5% |
| 7D | +6.4% | +5.3% | +1.0% | +4.3% |
| 30D | +22.1% | +8.2% | +13.9% | +18.4% |
| 3M | -0.2% | -2.2% | +2.0% | +0.4% |
| 6M | +12.6% | -8.4% | +21.0% | +15.3% |
| YTD | +3.9% | -23.4% | +27.3% | +13.1% |
| 1Y | -3.7% | -14.0% | +10.2% | -0.1% |
| 3Y | +27.9% | +78.8% | -50.9% | -1.2% |
| All | +7.8% | +58.5% | -50.8% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling