+326.1%
HWM vs SGI
+69.1%
+257.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +3.9% |
| 7D | +3.4% | +1.0% | +2.4% | +2.9% |
| 30D | -7.5% | +3.9% | -11.4% | -8.9% |
| 3M | -28.9% | -0.8% | -28.1% | -29.2% |
| 6M | -19.6% | -18.0% | -1.7% | -16.4% |
| YTD | +0.6% | -27.6% | +28.2% | +7.4% |
| 1Y | +0.3% | -27.2% | +27.6% | +6.8% |
| 3Y | +326.1% | +76.0% | +250.2% | +267.0% |
| All | +326.1% | +69.1% | +257.1% | +267.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling