-30.8%
SGI vs HIG
+5.3%
-36.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.3% | +2.6% | -7.9% | -6.1% |
| 30D | -2.1% | +4.2% | -6.2% | -2.9% |
| 3M | -8.2% | +0.2% | -8.4% | -8.3% |
| 6M | -4.6% | +4.6% | -9.2% | -6.6% |
| YTD | -31.5% | +1.1% | -32.6% | -32.3% |
| 1Y | -30.8% | +4.7% | -35.5% | -32.5% |
| All | -30.8% | +5.3% | -36.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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