-3.5%
HD vs SPGI
+2.4%
-5.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +20.9% | +15.3% | +5.6% | +17.8% |
| 3M | -0.2% | +16.5% | -16.7% | -2.9% |
| 6M | +14.5% | +19.8% | -5.3% | +11.0% |
| YTD | +4.3% | -3.2% | +7.6% | +2.7% |
| 1Y | -3.5% | +1.8% | -5.3% | -9.3% |
| All | -3.5% | +2.4% | -5.8% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling