-34.4%
HDB vs SGI
-17.2%
-17.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.4% | +8.5% | -8.1% | -1.5% |
| 30D | -2.8% | +0.7% | -3.5% | -3.1% |
| 3M | -3.5% | +0.6% | -4.1% | -4.0% |
| 6M | -24.7% | -17.9% | -6.8% | -23.8% |
| YTD | -36.6% | -21.2% | -15.4% | -35.8% |
| 1Y | -34.4% | -18.9% | -15.5% | -32.9% |
| All | -34.4% | -17.2% | -17.2% | -32.9% |
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 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