+18.7%
HPQ vs SGI
-17.2%
+35.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +6.9% | +8.5% | -1.6% | +5.4% |
| 30D | +14.4% | +0.7% | +13.8% | +14.1% |
| 3M | +25.6% | +0.6% | +25.0% | +24.5% |
| 6M | +75.0% | -17.9% | +93.0% | +81.7% |
| YTD | +50.7% | -21.2% | +71.9% | +59.1% |
| 1Y | +18.7% | -18.9% | +37.5% | +30.3% |
| All | +18.7% | -17.2% | +35.8% | +30.3% |
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 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