+296.4%
SPGI vs HAL
+3.0%
+293.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.7% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +2.0% | +10.9% | -8.9% | +0.1% |
| 3M | +4.3% | -5.8% | +10.2% | +5.1% |
| 6M | -0.2% | +8.1% | -8.3% | -2.4% |
| YTD | -14.8% | +33.2% | -48.0% | -20.0% |
| 1Y | -18.5% | +74.2% | -92.7% | -27.6% |
| 3Y | +16.0% | -3.7% | +19.6% | +13.0% |
| 5Y | +2.2% | +111.9% | -109.7% | -18.8% |
| 10Y | +296.4% | +7.4% | +289.0% | +174.4% |
| All | +296.4% | +3.0% | +293.4% | +174.4% |
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