-12.1%
SGI vs HRB
+16.9%
-29.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +6.9% |
| 7D | +12.1% | +16.0% | -4.0% | +12.6% |
| 30D | +12.1% | +32.1% | -20.0% | +13.6% |
| 3M | +0.4% | +21.5% | -21.1% | +1.5% |
| 6M | -4.0% | +82.1% | -86.1% | +3.5% |
| YTD | -21.2% | +31.6% | -52.9% | -11.2% |
| 1Y | -12.1% | +15.9% | -28.0% | +1.9% |
| All | -12.1% | +16.9% | -29.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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