+7.9%
HD vs SGI
-16.2%
+24.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | +0.6% |
| 7D | +4.3% | +1.0% | +3.4% | +4.0% |
| 30D | +20.2% | +3.9% | +16.3% | +18.4% |
| 3M | -1.0% | -0.8% | -0.2% | -0.9% |
| 6M | +7.9% | -18.0% | +25.9% | +13.9% |
| All | +7.9% | -16.2% | +24.1% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling