+112.8%
HL vs SGI
+41.4%
+71.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -11.1% | -5.3% | -5.8% | -8.9% |
| 30D | -12.1% | -2.1% | -10.0% | -11.4% |
| 3M | -26.1% | -8.2% | -17.9% | -23.4% |
| 6M | -37.7% | -4.6% | -33.2% | -36.4% |
| YTD | -31.7% | -31.5% | -0.2% | -20.9% |
| 1Y | -11.6% | -30.8% | +19.2% | +2.1% |
| 3Y | +249.6% | +67.2% | +182.4% | +199.2% |
| All | +112.8% | +41.4% | +71.4% | +60.0% |
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 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