+561.5%
HPE vs SPGI
+498.0%
+63.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | -7.1% | -0.9% | -6.3% | -6.8% |
| 30D | -35.3% | +15.5% | -50.8% | -39.9% |
| 3M | -10.4% | +15.7% | -26.1% | -17.4% |
| 6M | +52.5% | +19.1% | +33.4% | +35.9% |
| YTD | +100.3% | -4.1% | +104.3% | +97.7% |
| 1Y | +106.4% | +1.2% | +105.2% | +97.3% |
| 3Y | +227.4% | +31.6% | +195.8% | +168.7% |
| 5Y | +250.6% | +12.4% | +238.1% | +207.6% |
| 10Y | +365.4% | +334.3% | +31.1% | +56.7% |
| All | +561.5% | +498.0% | +63.5% | +72.8% |
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