+1,459.8%
HD vs SGI
+2,083.6%
-623.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | +8.5% | -10.6% | -4.0% |
| 30D | -8.4% | +0.7% | -9.1% | -8.7% |
| 3M | +4.3% | +0.6% | +3.7% | +4.0% |
| 6M | -11.1% | -17.9% | +6.8% | -7.4% |
| YTD | -4.7% | -21.2% | +16.5% | +0.1% |
| 1Y | -19.8% | -18.9% | -1.0% | -16.6% |
| 3Y | +4.1% | +52.6% | -48.5% | -7.5% |
| 5Y | +10.3% | +60.7% | -50.4% | -5.5% |
| 10Y | +203.2% | +278.1% | -74.9% | +93.8% |
| All | +1,459.8% | +2,083.6% | -623.8% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling