+29.3%
HWM vs SGI
-19.6%
+48.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.6% |
| 7D | -9.2% | +9.3% | -18.4% | -10.9% |
| 30D | -17.9% | +6.9% | -24.7% | -19.1% |
| 3M | -6.0% | +2.8% | -8.9% | -6.9% |
| 6M | -7.4% | -12.6% | +5.2% | -6.4% |
| YTD | +13.1% | -21.5% | +34.6% | +14.9% |
| 1Y | +29.3% | -18.8% | +48.1% | +35.2% |
| All | +29.3% | -19.6% | +48.9% | +35.2% |
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