+1,611.2%
SGI vs HIG
+288.4%
+1,322.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -10.7% | -0.1% | -10.5% | -10.7% |
| 30D | -3.6% | +4.4% | -7.9% | -4.8% |
| 3M | -5.4% | 0.0% | -5.5% | -5.4% |
| 6M | -7.0% | +3.8% | -10.8% | -8.6% |
| YTD | -31.6% | +0.7% | -32.3% | -32.1% |
| 1Y | -33.5% | +5.0% | -38.6% | -34.9% |
| 3Y | +66.5% | +95.3% | -28.9% | +32.1% |
| 5Y | +42.2% | +110.8% | -68.6% | +10.4% |
| 10Y | +320.9% | +261.9% | +59.0% | +179.6% |
| All | +1,611.2% | +288.4% | +1,322.7% | +1,013.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling