+21.3%
HPQ vs SGI
-10.7%
+32.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.8% | -1.0% | +4.6% |
| 7D | -7.8% | +12.1% | -19.8% | -9.6% |
| 30D | -4.9% | +12.1% | -17.0% | -6.7% |
| 3M | +4.9% | +0.4% | +4.4% | +4.2% |
| 6M | +47.1% | -4.0% | +51.1% | +46.2% |
| YTD | +39.5% | -21.2% | +60.8% | +45.7% |
| 1Y | +21.3% | -12.1% | +33.3% | +25.7% |
| All | +21.3% | -10.7% | +32.0% | +25.7% |
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