+1,568.7%
HD vs SGI
+1,905.4%
-336.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | -0.5% |
| 7D | +4.3% | +1.0% | +3.4% | +4.1% |
| 30D | +20.2% | +3.9% | +16.3% | +19.1% |
| 3M | -1.0% | -0.8% | -0.2% | -0.9% |
| 6M | +7.9% | -18.0% | +25.9% | +12.6% |
| YTD | +2.0% | -27.6% | +29.6% | +9.3% |
| 1Y | -4.3% | -27.2% | +22.9% | +2.4% |
| 3Y | +25.9% | +76.0% | -50.1% | +8.7% |
| 5Y | +5.8% | +50.0% | -44.1% | -7.7% |
| 10Y | +262.5% | +399.1% | -136.5% | +121.6% |
| All | +1,568.7% | +1,905.4% | -336.7% | +449.9% |
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 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