+370.3%
HPE vs SGI
+319.5%
+50.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +7.9% | -5.3% | +13.2% | +9.5% |
| 30D | -23.5% | -2.1% | -21.4% | -23.6% |
| 3M | -19.1% | -8.2% | -10.9% | -18.0% |
| 6M | +51.4% | -4.6% | +56.0% | +50.6% |
| YTD | +103.4% | -31.5% | +134.9% | +121.7% |
| 1Y | +114.4% | -30.8% | +145.2% | +132.9% |
| 3Y | +224.7% | +67.2% | +157.5% | +170.9% |
| 5Y | +277.8% | +42.5% | +235.3% | +216.6% |
| All | +370.3% | +319.5% | +50.7% | +178.5% |
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