+5.8%
HD vs SPGI
+11.1%
-5.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.4% |
| 7D | +4.3% | +0.3% | +4.1% | +4.3% |
| 30D | +20.2% | +18.4% | +1.8% | +11.7% |
| 3M | -1.0% | +15.7% | -16.7% | -7.3% |
| 6M | +7.9% | +17.3% | -9.4% | -0.2% |
| YTD | +2.0% | -4.7% | +6.7% | +3.0% |
| 1Y | -4.3% | +1.8% | -6.1% | -6.8% |
| 3Y | +25.9% | +31.7% | -5.8% | +3.7% |
| All | +5.8% | +11.1% | -5.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling