+292.4%
HPE vs SGI
+45.7%
+246.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.8% |
| 7D | +13.6% | -10.7% | +24.3% | +17.6% |
| 30D | -27.1% | -3.6% | -23.5% | -26.9% |
| 3M | -14.5% | -5.4% | -9.1% | -14.0% |
| 6M | +66.9% | -7.0% | +74.0% | +67.0% |
| YTD | +111.3% | -31.6% | +142.9% | +134.8% |
| 1Y | +117.5% | -33.5% | +151.0% | +144.0% |
| 3Y | +238.1% | +66.5% | +171.6% | +169.5% |
| 5Y | +292.4% | +42.2% | +250.2% | +206.6% |
| All | +292.4% | +45.7% | +246.7% | +206.6% |
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