+122.6%
HST vs SGI
+318.6%
-196.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | +3.6% | -10.7% | +14.3% | +7.3% |
| 30D | +9.9% | -3.6% | +13.5% | +10.8% |
| 3M | +12.9% | -5.4% | +18.3% | +14.3% |
| 6M | +22.9% | -7.0% | +29.9% | +24.3% |
| YTD | +52.4% | -31.6% | +84.0% | +69.3% |
| 1Y | +52.5% | -33.5% | +86.1% | +70.9% |
| 3Y | +87.4% | +66.5% | +21.0% | +53.6% |
| 5Y | +82.9% | +42.2% | +40.8% | +50.1% |
| All | +122.6% | +318.6% | -196.0% | +19.0% |
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