+59.1%
HL vs SPGI
+14,090.3%
-14,031.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +25.1% | +8.4% | +16.6% | +21.7% |
| 3M | +22.9% | +11.8% | +11.1% | +17.8% |
| 6M | -4.9% | +5.7% | -10.6% | -7.5% |
| YTD | +7.8% | -9.7% | +17.5% | +9.6% |
| 1Y | +133.9% | -12.5% | +146.3% | +139.4% |
| 3Y | +380.9% | +21.8% | +359.1% | +339.3% |
| 5Y | +230.2% | +8.2% | +222.0% | +211.6% |
| 10Y | +265.6% | +309.5% | -43.9% | +131.3% |
| All | +59.1% | +14,090.3% | -14,031.2% | -22.6% |
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