+3,797.5%
SGI vs HBM
+613.3%
+3,184.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +8.5% | -6.4% | +14.9% | +10.3% |
| 30D | +0.7% | +5.9% | -5.2% | -1.1% |
| 3M | +0.6% | -8.9% | +9.5% | +1.4% |
| 6M | -17.9% | +10.7% | -28.6% | -22.0% |
| YTD | -21.2% | +38.3% | -59.4% | -29.9% |
| 1Y | -18.9% | +121.3% | -140.2% | -36.8% |
| 3Y | +52.6% | +450.6% | -397.9% | -10.8% |
| 5Y | +60.7% | +338.0% | -277.3% | -6.8% |
| 10Y | +278.1% | +578.6% | -300.5% | +58.8% |
| All | +3,797.5% | +613.3% | +3,184.1% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling