+354.2%
HST vs SGI
+1,905.4%
-1,551.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +6.3% | -0.8% | +7.1% | +5.9% |
| 6M | +19.0% | -18.0% | +36.9% | +26.0% |
| YTD | +47.0% | -27.6% | +74.6% | +62.0% |
| 1Y | +53.4% | -27.2% | +80.7% | +68.7% |
| 3Y | +78.0% | +76.0% | +2.0% | +38.1% |
| 5Y | +71.7% | +50.0% | +21.7% | +33.9% |
| 10Y | +146.2% | +399.1% | -252.9% | +1.1% |
| All | +354.2% | +1,905.4% | -1,551.2% | -39.9% |
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