+1,388.5%
HWM vs SGI
+405.2%
+983.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +4.2% |
| 7D | +3.4% | +1.0% | +2.4% | +2.8% |
| 30D | -7.5% | +3.9% | -11.4% | -9.1% |
| 3M | -28.9% | -0.8% | -28.1% | -29.3% |
| 6M | -19.6% | -18.0% | -1.7% | -16.0% |
| YTD | +0.6% | -27.6% | +28.2% | +8.6% |
| 1Y | +0.3% | -27.2% | +27.6% | +8.0% |
| 3Y | +326.1% | +76.0% | +250.2% | +237.3% |
| 5Y | +525.2% | +50.0% | +475.2% | +396.0% |
| 10Y | +1,492.9% | +399.1% | +1,093.8% | +679.1% |
| All | +1,388.5% | +405.2% | +983.3% | +626.4% |
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 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