+3,281.5%
SGI vs HBM
+462.4%
+2,819.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -10.7% | +5.1% | -15.7% | -11.8% |
| 30D | -3.6% | -15.8% | +12.2% | +0.3% |
| 3M | -5.4% | -22.4% | +17.0% | -0.1% |
| 6M | -7.0% | -20.2% | +13.2% | -4.1% |
| YTD | -31.6% | +9.0% | -40.6% | -35.9% |
| 1Y | -33.5% | +27.4% | -60.9% | -40.3% |
| 3Y | +66.5% | +424.2% | -357.8% | -1.8% |
| 5Y | +42.2% | +196.1% | -153.9% | -8.8% |
| 10Y | +320.9% | +285.4% | +35.5% | +103.2% |
| All | +3,281.5% | +462.4% | +2,819.1% | +714.0% |
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