+1,579.2%
HWM vs SGI
+413.4%
+1,165.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.4% |
| 30D | -3.9% | +6.6% | -10.5% | -6.3% |
| 3M | -23.2% | +1.8% | -25.1% | -24.3% |
| 6M | -20.0% | -3.9% | -16.1% | -20.1% |
| YTD | +5.7% | -25.2% | +30.9% | +13.1% |
| 1Y | +4.9% | -26.7% | +31.6% | +12.8% |
| 3Y | +347.0% | +86.8% | +260.2% | +247.2% |
| 5Y | +563.0% | +56.6% | +506.4% | +418.7% |
| 10Y | +1,579.2% | +384.3% | +1,194.9% | +723.4% |
| All | +1,579.2% | +413.4% | +1,165.7% | +723.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling