+186.1%
HL vs SGI
+2,083.6%
-1,897.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +1.5% | +8.5% | -7.1% | -0.7% |
| 30D | +25.1% | +0.7% | +24.4% | +24.9% |
| 3M | +22.9% | +0.6% | +22.3% | +22.7% |
| 6M | -4.9% | -17.9% | +13.0% | 0.0% |
| YTD | +7.8% | -21.2% | +29.0% | +15.1% |
| 1Y | +133.9% | -18.9% | +152.7% | +148.1% |
| 3Y | +380.9% | +52.6% | +328.3% | +326.2% |
| 5Y | +230.2% | +60.7% | +169.5% | +177.8% |
| 10Y | +265.6% | +278.1% | -12.5% | +117.1% |
| All | +186.1% | +2,083.6% | -1,897.5% | -24.9% |
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