+1,615.1%
SGI vs HRB
+317.5%
+1,297.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.8% |
| 7D | -5.3% | -5.1% | -0.2% | -3.3% |
| 30D | -2.1% | +8.7% | -10.7% | -5.4% |
| 3M | -8.2% | -5.4% | -2.8% | -6.6% |
| 6M | -4.6% | +41.6% | -46.1% | -19.5% |
| YTD | -31.5% | +18.7% | -50.1% | -39.9% |
| 1Y | -30.8% | +16.4% | -47.3% | -39.0% |
| 3Y | +67.2% | +22.0% | +45.2% | +38.9% |
| 5Y | +42.5% | +141.2% | -98.7% | -16.9% |
| 10Y | +321.9% | +223.1% | +98.7% | +92.9% |
| All | +1,615.1% | +317.5% | +1,297.6% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling