+3,289.3%
SGI vs HBM
+456.2%
+2,833.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -5.3% | +2.2% | -7.6% | -5.9% |
| 30D | -2.1% | -11.8% | +9.7% | +0.7% |
| 3M | -8.2% | -19.2% | +11.0% | -3.9% |
| 6M | -4.6% | -22.9% | +18.3% | -0.7% |
| YTD | -31.5% | +7.8% | -39.3% | -35.5% |
| 1Y | -30.8% | +34.9% | -65.7% | -38.7% |
| 3Y | +67.2% | +422.2% | -355.0% | -1.2% |
| 5Y | +42.5% | +192.8% | -150.3% | -8.3% |
| 10Y | +321.9% | +281.1% | +40.7% | +104.3% |
| All | +3,289.3% | +456.2% | +2,833.2% | +718.2% |
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