+33.9%
HDB vs SGI
+278.2%
-244.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | -5.8% | +5.5% | -11.4% | -6.7% |
| 3M | -5.2% | -3.6% | -1.6% | -4.8% |
| 6M | -25.7% | -15.0% | -10.7% | -24.1% |
| YTD | -39.6% | -23.0% | -16.5% | -37.5% |
| 1Y | -36.9% | -18.4% | -18.5% | -35.5% |
| 3Y | -29.7% | +57.8% | -87.5% | -35.8% |
| 5Y | -37.8% | +51.5% | -89.2% | -44.6% |
| All | +33.9% | +278.2% | -244.4% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling