+77.6%
HL vs SPGI
-19.0%
+96.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -7.4% | +3.0% | -4.3% |
| 30D | +9.3% | +0.4% | +8.9% | +9.3% |
| 3M | +32.0% | +5.3% | +26.7% | +32.0% |
| 6M | -6.4% | +1.7% | -8.1% | -6.3% |
| YTD | +3.1% | -16.4% | +19.5% | -0.3% |
| 1Y | +77.6% | -20.5% | +98.1% | +81.8% |
| All | +77.6% | -19.0% | +96.6% | +81.8% |
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 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