+53.3%
SGI vs HBM
+506.5%
-453.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +0.6% | +5.5% | -4.9% | -0.6% |
| 30D | +5.5% | +3.3% | +2.2% | +4.5% |
| 3M | -3.6% | +12.7% | -16.2% | -7.2% |
| 6M | -15.0% | +28.2% | -43.2% | -21.6% |
| YTD | -23.0% | +45.3% | -68.3% | -31.4% |
| 1Y | -18.4% | +121.7% | -140.1% | -34.6% |
| All | +53.3% | +506.5% | -453.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling