+2.7%
HL vs SPGI
+14,890.2%
-14,887.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -7.6% | -0.8% | -6.8% | -7.4% |
| 30D | -17.5% | +14.3% | -31.8% | -21.0% |
| 3M | -26.2% | +14.5% | -40.7% | -29.5% |
| 6M | -35.1% | +17.3% | -52.4% | -38.8% |
| YTD | -30.4% | -4.6% | -25.8% | -30.5% |
| 1Y | -14.0% | +0.8% | -14.7% | -15.6% |
| 3Y | +256.3% | +28.8% | +227.5% | +220.0% |
| 5Y | +112.5% | +14.0% | +98.5% | +97.7% |
| 10Y | +131.3% | +332.5% | -201.2% | +43.5% |
| All | +2.7% | +14,890.2% | -14,887.5% | -50.9% |
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