+22.0%
SPGI vs HAL
-2.7%
+24.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | +8.4% | +17.0% | -8.6% | +6.7% |
| 3M | +11.8% | -9.7% | +21.5% | +13.0% |
| 6M | +5.7% | +8.6% | -2.9% | +4.1% |
| YTD | -9.7% | +33.0% | -42.7% | -13.6% |
| 1Y | -12.5% | +68.3% | -80.8% | -19.5% |
| All | +22.0% | -2.7% | +24.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling