+243.8%
HPQ vs SGI
+270.1%
-26.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.1% |
| 7D | +9.8% | -4.5% | +14.2% | +11.3% |
| 30D | +22.4% | +4.2% | +18.2% | +20.7% |
| 3M | +45.2% | -7.4% | +52.6% | +47.8% |
| 6M | +96.4% | -15.1% | +111.5% | +102.9% |
| YTD | +65.4% | -24.7% | +90.1% | +77.2% |
| 1Y | +31.6% | -21.8% | +53.3% | +38.7% |
| 3Y | +37.0% | +50.0% | -13.0% | +15.6% |
| 5Y | +53.0% | +48.9% | +4.1% | +24.2% |
| All | +243.8% | +270.1% | -26.2% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling