+51.5%
SGI vs HIG
+117.6%
-66.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +5.5% | -2.8% | +8.4% | +7.1% |
| 3M | -3.6% | +6.3% | -9.9% | -7.7% |
| 6M | -15.0% | -0.1% | -14.9% | -15.7% |
| YTD | -23.0% | +0.4% | -23.5% | -24.0% |
| 1Y | -18.4% | +6.2% | -24.7% | -22.4% |
| 3Y | +57.8% | +101.6% | -43.9% | -4.9% |
| 5Y | +51.5% | +119.8% | -68.4% | -16.6% |
| All | +51.5% | +117.6% | -66.1% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling