+78.0%
HST vs SGI
+69.1%
+8.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +2.0% |
| 7D | -2.7% | +1.0% | -3.6% | -3.2% |
| 30D | +10.7% | +3.9% | +6.8% | +8.7% |
| 3M | +6.3% | -0.8% | +7.1% | +5.8% |
| 6M | +19.0% | -18.0% | +36.9% | +26.5% |
| YTD | +47.0% | -27.6% | +74.6% | +63.5% |
| 1Y | +53.4% | -27.2% | +80.7% | +70.1% |
| 3Y | +78.0% | +76.0% | +2.0% | +39.2% |
| All | +78.0% | +69.1% | +8.9% | +39.2% |
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