+7.8%
SPGI vs HAL
+18.3%
-10.5%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.7% |
| 7D | +0.1% | +2.9% | -2.8% | +0.4% |
| 30D | +8.4% | +17.0% | -8.6% | +10.2% |
| All | +7.8% | +18.3% | -10.5% | +9.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling