+53.3%
SGI vs HIG
+101.4%
-48.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +5.5% | -2.8% | +8.4% | +6.7% |
| 3M | -3.6% | +6.3% | -9.9% | -6.8% |
| 6M | -15.0% | -0.1% | -14.9% | -15.5% |
| YTD | -23.0% | +0.4% | -23.5% | -23.7% |
| 1Y | -18.4% | +6.2% | -24.7% | -21.4% |
| All | +53.3% | +101.4% | -48.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling