+249.3%
HL vs SPGI
+1.6%
+247.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.9% |
| 7D | +0.4% | -3.1% | +3.5% | +1.6% |
| 30D | +18.8% | +2.0% | +16.8% | +17.5% |
| 3M | +43.7% | +4.3% | +39.4% | +40.0% |
| 6M | -1.0% | -0.2% | -0.8% | -2.1% |
| YTD | +8.7% | -14.8% | +23.5% | +14.4% |
| 1Y | +105.0% | -18.5% | +123.5% | +120.2% |
| 3Y | +427.3% | +16.0% | +411.3% | +351.0% |
| 5Y | +249.3% | +2.2% | +247.1% | +179.0% |
| All | +249.3% | +1.6% | +247.7% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling