+11.7%
SPGI vs HAL
+41.5%
-29.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -12.0% | +12.2% | +1.6% |
| 30D | +18.4% | +0.3% | +18.1% | +18.2% |
| 3M | +15.7% | -1.6% | +17.3% | +15.7% |
| 6M | +17.3% | -20.5% | +37.8% | +19.9% |
| YTD | -4.7% | +14.2% | -19.0% | -7.2% |
| 1Y | +1.8% | +18.9% | -17.1% | -1.4% |
| 3Y | +31.7% | -13.7% | +45.4% | +29.9% |
| All | +11.7% | +41.5% | -29.8% | +2.9% |
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