+334.3%
SPGI vs HAL
-18.5%
+352.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.9% | -7.9% | +7.0% | +0.5% |
| 30D | +15.5% | -2.1% | +17.6% | +15.8% |
| 3M | +15.7% | +0.4% | +15.2% | +15.3% |
| 6M | +19.1% | -19.2% | +38.3% | +22.9% |
| YTD | -4.1% | +14.4% | -18.4% | -7.6% |
| 1Y | +1.2% | +18.0% | -16.8% | -3.1% |
| 3Y | +31.6% | -9.7% | +41.3% | +29.6% |
| 5Y | +12.4% | +40.1% | -27.7% | -2.6% |
| 10Y | +334.3% | -19.1% | +353.4% | +221.8% |
| All | +334.3% | -18.5% | +352.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling