+107.0%
HST vs SGI
+263.3%
-156.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.8% | +5.5% | -8.3% | -4.6% |
| 3M | -6.5% | -3.6% | -2.9% | -5.9% |
| 6M | +20.7% | -15.0% | +35.7% | +25.6% |
| YTD | +30.5% | -23.0% | +53.5% | +39.8% |
| 1Y | +36.8% | -18.4% | +55.2% | +43.6% |
| 3Y | +65.9% | +57.8% | +8.1% | +39.1% |
| 5Y | +73.9% | +51.5% | +22.5% | +41.3% |
| 10Y | +107.0% | +275.2% | -168.1% | +8.6% |
| All | +107.0% | +263.3% | -156.2% | +8.6% |
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