+417.4%
HL vs SPGI
+17.8%
+399.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.3% |
| 7D | +7.1% | -2.5% | +9.5% | +7.6% |
| 30D | +21.4% | +5.4% | +16.0% | +19.7% |
| 3M | +37.4% | +9.0% | +28.4% | +33.8% |
| 6M | +0.4% | +0.8% | -0.4% | -0.2% |
| YTD | +6.7% | -12.6% | +19.3% | +9.7% |
| 1Y | +102.4% | -16.1% | +118.5% | +112.8% |
| 3Y | +417.4% | +19.0% | +398.4% | +342.5% |
| All | +417.4% | +17.8% | +399.6% | +342.5% |
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 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