+237.2%
HPE vs SGI
+66.8%
+170.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.7% |
| 7D | +13.6% | -10.7% | +24.3% | +17.4% |
| 30D | -27.1% | -3.6% | -23.5% | -26.9% |
| 3M | -14.5% | -5.4% | -9.1% | -14.1% |
| 6M | +66.9% | -7.0% | +74.0% | +66.4% |
| YTD | +111.3% | -31.6% | +142.9% | +138.0% |
| 1Y | +117.5% | -33.5% | +151.0% | +147.7% |
| All | +237.2% | +66.8% | +170.4% | +155.3% |
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