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Funds (13F)

Segall Bryant & Hamill, LLC

Backtest from 24 May 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.7%
S&P 500 +13.9%
Last 12 months
+14.2%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.78
Biggest drop
−32.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.5k$50.0k
Segall Bryant & Hamill, LLCS&P 500 $10,000 in Segall Bryant & Hamill, LLC from 24 May 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Segall Bryant & Hamill, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Segall Bryant & Hamill, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.7%+13.9%
Total return+400%+475%
Last 12 months+14.2%+12.1%
Last 3 months−2.6%—
Last month−1.3%—
This year so far+10.1%—
Volatility a year16.9%15.9%
Sharpe ratio0.680.78
Biggest drop−32.5%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−0.9% (−0.60)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA1.8%——
MRCY1.6%——
AAPL1.6%——
TKR1.6%——
VMI1.6%——
MSFT1.3%——
AMZN1.2%——
MTRN1.2%——
LFUS1.2%——
MTSI1.1%——
NGVT1.0%——
ESI0.9%——
BDC0.8%——
ABCB0.8%——
NPO0.8%——
LSCC0.8%——
GBCI0.8%——
IPGP0.8%——
SSB0.8%——
ENSG0.8%——
TEX0.8%——
CPRI0.8%——
STAG0.8%——
FELE0.7%——
V0.7%——
PANW0.7%——
EXP0.7%——
ANET0.7%——
SBCF0.7%——
GOOGL0.7%——
ATI0.6%——
S0.6%——
THRM0.6%——
JPM0.6%——
AIT0.6%——
ONTO0.6%——
COHU0.6%——
CWST0.6%——
MKSI0.5%——
NBHC0.5%——
MARA0.5%——
ENS0.5%——
VCYT0.5%——
PWR0.5%——
MRVL0.5%——
SNEX0.5%——
GH0.5%——
WSBC0.5%——
CFR0.5%——
LLY0.4%——
MOD0.4%——
CORZ0.4%——
DSGX0.4%——
FBNC0.4%——
SSD0.4%——
AHCO0.4%——
TXN0.4%——
LPX0.4%——
SXT0.4%——
ICUI0.4%——
AGYS0.4%——
ITT0.4%——
MOH0.4%——
CR0.4%——
GL0.4%——
VFC0.4%——
FLS0.4%——
TSM0.4%——
TRNO0.4%——
MTDR0.4%——
SXI0.4%——
PZZA0.4%——
AVT0.4%——
MPWR0.4%——
GFF0.4%——
AMKR0.4%——
APH0.4%——
MSI0.4%——
IEX0.4%——
CNS0.3%——
CRGY0.3%——
CE0.3%——
ROCK0.3%——
CBU0.3%——
PTGX0.3%——
CTRE0.3%——
ALKS0.3%——
EHC0.3%——
DOCN0.3%——
SYNA0.3%——
UCB0.3%——
AAP0.3%——
HALO0.3%——
SYK0.3%——
MUR0.3%——
PDFS0.3%——
NX0.3%——
SU0.3%——
KRYS0.3%——
ADI0.3%——
SLGN0.3%——
AEIS0.3%——
GMED0.3%——
QDEL0.3%——
GKOS0.3%——
NDSN0.3%——
BNY0.3%——
RGEN0.3%——
ALGM0.3%——
ECL0.3%——
CVCO0.3%——
COLB0.3%——
KRC0.3%——
TXNM0.3%——
HLI0.3%——
GHM0.3%——
PLD0.3%——
ACIW0.3%——
VVV0.3%——
PTCT0.3%——
TECH0.3%——
H0.3%——
CARR0.3%——
CYTK0.3%——
IBP0.3%——
CNX0.3%——
SKWD0.3%——
ESE0.3%——
HQY0.3%——
FR0.3%——
DX0.3%——
MCK0.3%——
GIL0.3%——
RMBS0.3%——
MIRM0.3%——
RUSHA0.3%——
CASY0.3%——
OTIS0.3%——
MA0.3%——
MIR0.3%——
TXRH0.3%——
OGE0.3%——
CVX0.3%——
VSEC0.3%——
WMB0.3%——
LMB0.3%——
CEG0.3%——
ARCB0.3%——
NFLX0.3%——
RDNT0.3%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest24 May 2013 to 2 Nov 2026+12.7%+13.9%0.680.78−32.5%1.00−0.9% (−0.60)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.7%+13.9%0.530.66−32.5%1.00−1.7% (−0.79)
Last three years3 Nov 2023 to 2 Nov 2026+15.7%+21.8%0.701.16−22.5%0.95−3.9% (−0.72)
Last year7 Nov 2025 to 2 Nov 2026+15.2%+14.2%0.780.84−9.3%0.80+3.2% (0.29)
DateCompanyAction
14 Aug 2026ZIMBought
14 Aug 2026YSSBought
14 Aug 2026WMGBought
14 Aug 2026WMBought
14 Aug 2026VREXBought
14 Aug 2026VIKBought
14 Aug 2026UVEBought
14 Aug 2026UTLBought
14 Aug 2026USNABought
14 Aug 2026UPWKBought
14 Aug 2026UPBDBought
14 Aug 2026UCTTBought
14 Aug 2026UBERBought
14 Aug 2026TREEBought
14 Aug 2026TPCBought
14 Aug 2026TDCBought
14 Aug 2026STNEBought
14 Aug 2026SRRKBought
14 Aug 2026SRPTBought
14 Aug 2026SNDBought
14 Aug 2026SEBought
14 Aug 2026SBGIBought
14 Aug 2026RYTMBought
14 Aug 2026RWTBought
14 Aug 2026REIBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026XRXSold
14 Aug 2026XPERSold
14 Aug 2026WMSSold
14 Aug 2026WHDSold
14 Aug 2026VITLSold
14 Aug 2026VALESold
14 Aug 2026TRMBSold
14 Aug 2026TIGOSold
14 Aug 2026TDSSold
14 Aug 2026TBBKSold
14 Aug 2026STESold
14 Aug 2026SSTKSold
14 Aug 2026SBHSold
14 Aug 2026RMBISold
14 Aug 2026RIOTSold
14 Aug 2026RAMPSold
14 Aug 2026QNSTSold
14 Aug 2026QGENSold
14 Aug 2026PSTLSold
14 Aug 2026PLUSSold
14 Aug 2026OWLSold
14 Aug 2026OPRXSold
14 Aug 2026OPRTSold
14 Aug 2026OPCHSold
14 Aug 2026ONITSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest