+489.7%
HPE vs SGI
+266.5%
+223.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.1% | -5.4% |
| 7D | +1.4% | -4.9% | +6.3% | +2.9% |
| 30D | +1.5% | +1.6% | -0.1% | +0.9% |
| 3M | +21.7% | -3.2% | +24.9% | +22.2% |
| 6M | +164.2% | -16.0% | +180.2% | +173.8% |
| YTD | +132.1% | -25.4% | +157.5% | +148.7% |
| 1Y | +130.6% | -21.6% | +152.2% | +142.9% |
| 3Y | +244.1% | +52.9% | +191.3% | +197.7% |
| 5Y | +340.8% | +47.5% | +293.3% | +270.2% |
| All | +489.7% | +266.5% | +223.3% | +251.2% |
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