-7.2%
HDB vs SGI
+76.5%
-83.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +5.9% | +1.8% |
| 7D | +12.7% | -3.9% | +16.6% | +13.5% |
| 30D | +16.6% | +0.9% | +15.7% | +16.1% |
| 3M | +10.8% | -2.9% | +13.7% | +11.1% |
| 6M | +3.8% | -9.0% | +12.8% | +5.3% |
| YTD | -28.9% | -29.2% | +0.3% | -25.2% |
| 1Y | -28.0% | -32.3% | +4.3% | -23.7% |
| 3Y | -7.2% | +72.4% | -79.6% | -23.0% |
| All | -7.2% | +76.5% | -83.6% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling