+256.3%
HL vs SPGI
+28.6%
+227.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.1% |
| 7D | -7.6% | -0.8% | -6.8% | -7.4% |
| 30D | -17.5% | +14.3% | -31.8% | -20.1% |
| 3M | -26.2% | +14.5% | -40.7% | -28.7% |
| 6M | -35.1% | +17.3% | -52.4% | -38.0% |
| YTD | -30.4% | -4.6% | -25.8% | -29.8% |
| 1Y | -14.0% | +0.8% | -14.7% | -15.3% |
| All | +256.3% | +28.6% | +227.7% | +126.0% |
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