+453.8%
HPQ vs SGI
+2,083.6%
-1,629.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +6.9% | +8.5% | -1.6% | +4.9% |
| 30D | +14.4% | +0.7% | +13.8% | +14.2% |
| 3M | +25.6% | +0.6% | +25.0% | +24.9% |
| 6M | +75.0% | -17.9% | +93.0% | +80.8% |
| YTD | +50.7% | -21.2% | +71.9% | +56.9% |
| 1Y | +18.7% | -18.9% | +37.5% | +22.4% |
| 3Y | +21.5% | +52.6% | -31.1% | +7.6% |
| 5Y | +31.6% | +60.7% | -29.1% | +12.6% |
| 10Y | +216.1% | +278.1% | -62.1% | +107.1% |
| All | +453.8% | +2,083.6% | -1,629.8% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling