+130.6%
HPE vs SGI
-20.9%
+151.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.1% | -5.5% |
| 7D | +1.4% | -4.9% | +6.3% | +2.6% |
| 30D | +1.5% | +1.6% | -0.1% | +1.1% |
| 3M | +21.7% | -3.2% | +24.9% | +22.0% |
| 6M | +164.2% | -16.0% | +180.2% | +172.5% |
| YTD | +132.1% | -25.4% | +157.5% | +151.9% |
| 1Y | +130.6% | -21.6% | +152.2% | +158.5% |
| All | +130.6% | -20.9% | +151.6% | +158.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling