+37.4%
HST vs SGI
-19.6%
+57.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.0% | +9.3% | -7.3% | -1.1% |
| 30D | -5.2% | +6.9% | -12.1% | -7.5% |
| 3M | -6.2% | +2.8% | -9.1% | -7.8% |
| 6M | +20.4% | -12.6% | +33.0% | +25.0% |
| YTD | +30.6% | -21.5% | +52.2% | +40.9% |
| 1Y | +37.4% | -18.8% | +56.1% | +42.0% |
| All | +37.4% | -19.6% | +57.0% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling