+33,950.9%
HD vs SPGI
+15,015.0%
+18,936.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | +6.4% | +2.6% | +3.8% | +5.3% |
| 30D | +22.1% | +19.3% | +2.8% | +12.9% |
| 3M | -0.2% | +15.5% | -15.6% | -6.5% |
| 6M | +12.6% | +18.3% | -5.7% | +3.6% |
| YTD | +3.9% | -3.8% | +7.7% | +3.6% |
| 1Y | -3.7% | +1.3% | -5.1% | -6.3% |
| 3Y | +27.9% | +33.6% | -5.7% | +8.7% |
| 5Y | +7.8% | +13.2% | -5.4% | -2.3% |
| 10Y | +269.4% | +346.3% | -76.9% | +80.0% |
| All | +33,950.9% | +15,015.0% | +18,936.0% | +2,828.6% |
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