+4.4%
HWM vs SGI
-10.7%
+15.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.8% | -11.1% | -5.4% |
| 7D | +9.4% | +12.1% | -2.6% | +7.3% |
| 30D | -7.0% | +12.1% | -19.0% | -9.0% |
| 3M | -25.9% | +0.4% | -26.3% | -25.9% |
| 6M | -10.8% | -4.0% | -6.8% | -11.3% |
| YTD | +4.3% | -21.2% | +25.6% | +5.0% |
| 1Y | +4.4% | -12.1% | +16.5% | +4.2% |
| All | +4.4% | -10.7% | +15.1% | +4.2% |
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 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