+31,139.8%
HD vs SPGI
+14,090.3%
+17,049.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -8.4% | +8.4% | -16.8% | -11.8% |
| 3M | +4.3% | +11.8% | -7.5% | -1.5% |
| 6M | -11.1% | +5.7% | -16.8% | -14.2% |
| YTD | -4.7% | -9.7% | +5.0% | -2.3% |
| 1Y | -19.8% | -12.5% | -7.4% | -16.9% |
| 3Y | +4.1% | +21.8% | -17.7% | -7.9% |
| 5Y | +10.3% | +8.2% | +2.1% | +1.8% |
| 10Y | +203.2% | +309.5% | -106.4% | +53.3% |
| All | +31,139.8% | +14,090.3% | +17,049.5% | +2,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling