-2.6%
HD vs SPGI
+2.7%
-5.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +1.2% |
| 30D | +18.0% | +15.9% | +2.1% | +14.9% |
| 3M | +2.8% | +12.3% | -9.5% | +0.5% |
| 6M | +17.0% | +23.7% | -6.7% | +13.0% |
| YTD | +3.5% | -3.5% | +7.1% | +2.1% |
| 1Y | -2.6% | +0.4% | -3.0% | -7.5% |
| All | -2.6% | +2.7% | -5.3% | -7.5% |
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