+362.8%
HPE vs SGI
+56.1%
+306.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.8% |
| 7D | +13.6% | +0.6% | +13.0% | +13.4% |
| 30D | +7.7% | +5.5% | +2.2% | +5.5% |
| 3M | +22.4% | -3.6% | +26.0% | +23.0% |
| 6M | +172.6% | -15.0% | +187.6% | +183.5% |
| YTD | +147.5% | -23.0% | +170.5% | +166.6% |
| 1Y | +151.8% | -18.4% | +170.2% | +164.4% |
| 3Y | +267.1% | +57.8% | +209.3% | +202.3% |
| 5Y | +362.8% | +51.5% | +311.3% | +240.5% |
| All | +362.8% | +56.1% | +306.6% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling