+13.7%
SPGI vs HAL
+58.8%
-45.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | +1.2% | +6.1% | -4.9% | +0.6% |
| 30D | +15.9% | +2.9% | +13.0% | +15.5% |
| 3M | +12.3% | +3.3% | +9.0% | +11.7% |
| 6M | +23.7% | -16.9% | +40.6% | +25.9% |
| YTD | -3.5% | +21.2% | -24.7% | -6.7% |
| 1Y | +0.4% | +27.5% | -27.1% | -3.5% |
| 3Y | +29.9% | -6.4% | +36.3% | +27.0% |
| All | +13.7% | +58.8% | -45.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling