+254.2%
HD vs SPGI
+333.9%
-79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.3% |
| 7D | +4.3% | +0.3% | +4.1% | +4.3% |
| 30D | +20.2% | +18.4% | +1.8% | +10.3% |
| 3M | -1.0% | +15.7% | -16.7% | -8.4% |
| 6M | +7.9% | +17.3% | -9.4% | -1.6% |
| YTD | +2.0% | -4.7% | +6.7% | +2.4% |
| 1Y | -4.3% | +1.8% | -6.1% | -7.5% |
| 3Y | +25.9% | +31.7% | -5.8% | +3.0% |
| 5Y | +5.8% | +12.1% | -6.2% | -6.8% |
| All | +254.2% | +333.9% | -79.7% | +65.4% |
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