+269.4%
HPE vs SGI
+55.1%
+214.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.8% |
| 7D | +13.6% | +0.6% | +13.0% | +13.3% |
| 30D | +7.7% | +5.5% | +2.2% | +5.3% |
| 3M | +22.4% | -3.6% | +26.0% | +23.1% |
| 6M | +172.6% | -15.0% | +187.6% | +184.9% |
| YTD | +147.5% | -23.0% | +170.5% | +169.8% |
| 1Y | +151.8% | -18.4% | +170.2% | +166.4% |
| All | +269.4% | +55.1% | +214.3% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling