+47.5%
SGI vs HRB
+109.9%
-62.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.9% | -12.2% | +7.3% | -2.8% |
| 30D | +1.6% | -3.0% | +4.6% | +1.7% |
| 3M | -3.2% | +21.7% | -24.9% | -7.5% |
| 6M | -16.0% | +52.3% | -68.4% | -24.6% |
| YTD | -25.4% | +6.5% | -31.9% | -25.9% |
| 1Y | -21.6% | -6.7% | -14.9% | -19.1% |
| 3Y | +52.9% | +25.1% | +27.7% | +37.4% |
| 5Y | +47.5% | +113.8% | -66.3% | +11.2% |
| All | +47.5% | +109.9% | -62.4% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling