+256.9%
HL vs SGI
+270.1%
-13.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -4.4% | -4.5% | +0.1% | -3.0% |
| 30D | +9.3% | +4.2% | +5.1% | +8.0% |
| 3M | +32.0% | -7.4% | +39.4% | +35.1% |
| 6M | -6.4% | -15.1% | +8.6% | -2.2% |
| YTD | +3.1% | -24.7% | +27.8% | +12.2% |
| 1Y | +77.6% | -21.8% | +99.3% | +91.4% |
| 3Y | +392.8% | +50.0% | +342.8% | +338.3% |
| 5Y | +234.1% | +48.9% | +185.2% | +185.3% |
| All | +256.9% | +270.1% | -13.2% | +106.6% |
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