+25.1%
HPQ vs SGI
+55.1%
-30.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +9.7% | +5.5% | +4.2% | +7.9% |
| 3M | +32.7% | -3.6% | +36.3% | +33.1% |
| 6M | +77.7% | -15.0% | +92.7% | +83.8% |
| YTD | +51.0% | -23.0% | +74.0% | +61.6% |
| 1Y | +18.4% | -18.4% | +36.8% | +23.7% |
| All | +25.1% | +55.1% | -30.0% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling