+1,773.8%
HWM vs SGI
+450.1%
+1,323.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.1% | +8.5% | -10.7% | -4.7% |
| 30D | -11.0% | +0.7% | -11.7% | -11.5% |
| 3M | +4.0% | +0.6% | +3.4% | +3.2% |
| 6M | -0.2% | -17.9% | +17.7% | +4.9% |
| YTD | +26.7% | -21.2% | +47.8% | +34.0% |
| 1Y | +44.7% | -18.9% | +63.6% | +51.0% |
| 3Y | +426.1% | +52.6% | +373.5% | +336.7% |
| 5Y | +738.5% | +60.7% | +677.8% | +554.3% |
| All | +1,773.8% | +450.1% | +1,323.7% | +796.0% |
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 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