+30.0%
HD vs SPGI
+31.5%
-1.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +5.2% | +1.6% | +3.6% | +4.7% |
| 30D | +20.7% | +16.1% | +4.7% | +15.1% |
| 3M | +0.8% | +15.5% | -14.7% | -3.9% |
| 6M | +12.2% | +19.6% | -7.4% | +5.4% |
| YTD | +4.2% | -3.6% | +7.8% | +5.3% |
| 1Y | -2.6% | +2.2% | -4.8% | -4.4% |
| 3Y | +30.0% | +30.1% | -0.1% | +2.9% |
| All | +30.0% | +31.5% | -1.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling