-33.5%
SGI vs HBM
+31.2%
-64.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -10.7% | +5.1% | -15.7% | -11.5% |
| 30D | -3.6% | -15.8% | +12.2% | -0.6% |
| 3M | -5.4% | -22.4% | +17.0% | -1.3% |
| 6M | -7.0% | -20.2% | +13.2% | -5.3% |
| YTD | -31.6% | +9.0% | -40.6% | -36.0% |
| 1Y | -33.5% | +27.4% | -60.9% | -40.5% |
| All | -33.5% | +31.2% | -64.7% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling