+238.2%
HL vs SGI
+45.9%
+192.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.7% |
| 7D | -5.6% | -4.9% | -0.7% | -3.7% |
| 30D | +12.7% | +1.6% | +11.2% | +12.1% |
| 3M | +42.5% | -3.2% | +45.7% | +44.3% |
| 6M | -9.0% | -16.0% | +7.0% | -3.3% |
| YTD | +4.4% | -25.4% | +29.8% | +16.7% |
| 1Y | +82.7% | -21.6% | +104.2% | +101.0% |
| 3Y | +406.3% | +52.9% | +353.4% | +339.3% |
| 5Y | +238.2% | +47.5% | +190.7% | +151.1% |
| All | +238.2% | +45.9% | +192.2% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling