+262.8%
SGI vs HBM
+619.2%
-356.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -4.5% | -3.3% | -1.2% | -3.7% |
| 30D | +4.2% | -4.8% | +9.0% | +5.1% |
| 3M | -7.4% | -0.4% | -7.0% | -8.7% |
| 6M | -15.1% | +17.9% | -32.9% | -20.8% |
| YTD | -24.7% | +33.7% | -58.4% | -32.8% |
| 1Y | -21.8% | +95.6% | -117.4% | -37.6% |
| 3Y | +50.0% | +458.1% | -408.1% | -15.0% |
| 5Y | +48.9% | +329.0% | -280.1% | -15.6% |
| All | +262.8% | +619.2% | -356.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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