+303.2%
HST vs SGI
+2,083.6%
-1,780.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.0% | +8.5% | -9.6% | -4.1% |
| 30D | -12.3% | +0.7% | -12.9% | -12.6% |
| 3M | -6.4% | +0.6% | -7.0% | -7.2% |
| 6M | +15.0% | -17.9% | +33.0% | +21.9% |
| YTD | +30.5% | -21.2% | +51.7% | +40.0% |
| 1Y | +35.7% | -18.9% | +54.5% | +43.6% |
| 3Y | +68.4% | +52.6% | +15.7% | +37.6% |
| 5Y | +73.1% | +60.7% | +12.4% | +32.0% |
| 10Y | +92.7% | +278.1% | -185.4% | -12.8% |
| All | +303.2% | +2,083.6% | -1,780.4% | -48.1% |
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