+257.9%
HD vs SPGI
+335.6%
-77.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | +3.6% | -0.9% | +4.5% | +4.2% |
| 30D | +21.6% | +15.5% | +6.0% | +13.0% |
| 3M | +0.1% | +15.7% | -15.6% | -7.3% |
| 6M | +13.0% | +19.1% | -6.1% | +2.2% |
| YTD | +4.9% | -4.1% | +9.0% | +4.9% |
| 1Y | -2.1% | +1.2% | -3.3% | -5.0% |
| 3Y | +32.6% | +31.6% | +1.0% | +8.6% |
| 5Y | +8.2% | +12.4% | -4.2% | -4.8% |
| 10Y | +257.9% | +334.3% | -76.4% | +68.9% |
| All | +257.9% | +335.6% | -77.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling