+2,040.8%
HDB vs SGI
+1,798.9%
+241.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +2.7% | -5.3% | +8.1% | +4.0% |
| 30D | +14.1% | -2.1% | +16.2% | +14.5% |
| 3M | +11.8% | -8.2% | +20.0% | +13.6% |
| 6M | +8.2% | -4.6% | +12.7% | +8.6% |
| YTD | -29.3% | -31.5% | +2.1% | -24.0% |
| 1Y | -28.8% | -30.8% | +2.0% | -23.7% |
| 3Y | -7.5% | +67.2% | -74.7% | -20.3% |
| 5Y | -23.1% | +42.5% | -65.6% | -33.8% |
| 10Y | +63.7% | +321.9% | -258.2% | -4.9% |
| All | +2,040.8% | +1,798.9% | +241.9% | +450.1% |
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