+575.2%
HLT vs SGI
+270.1%
+305.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.6% | -4.5% | +2.8% | -0.3% |
| 30D | -5.0% | +4.2% | -9.2% | -6.4% |
| 3M | -10.4% | -7.4% | -2.9% | -8.8% |
| 6M | +3.2% | -15.1% | +18.3% | +7.1% |
| YTD | +6.7% | -24.7% | +31.4% | +14.3% |
| 1Y | +10.3% | -21.8% | +32.0% | +16.3% |
| 3Y | +99.3% | +50.0% | +49.3% | +69.4% |
| 5Y | +143.7% | +48.9% | +94.7% | +98.9% |
| All | +575.2% | +270.1% | +305.2% | +276.2% |
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