+32.4%
HDB vs SGI
+266.5%
-234.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -6.2% | -4.9% | -1.3% | -5.4% |
| 30D | -6.2% | +1.6% | -7.8% | -6.5% |
| 3M | -5.9% | -3.2% | -2.7% | -5.6% |
| 6M | -25.9% | -16.0% | -9.9% | -24.2% |
| YTD | -40.2% | -25.4% | -14.8% | -37.9% |
| 1Y | -38.0% | -21.6% | -16.4% | -36.2% |
| 3Y | -30.5% | +52.9% | -83.3% | -36.2% |
| 5Y | -38.1% | +47.5% | -85.6% | -44.7% |
| All | +32.4% | +266.5% | -234.1% | +2.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling