+13,845.6%
SPGI vs HAL
+597.8%
+13,247.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +8.4% | +17.0% | -8.6% | +4.9% |
| 3M | +11.8% | -9.7% | +21.5% | +13.6% |
| 6M | +5.7% | +8.6% | -2.9% | +3.1% |
| YTD | -9.7% | +33.0% | -42.7% | -15.6% |
| 1Y | -12.5% | +68.3% | -80.8% | -22.4% |
| 3Y | +21.8% | +0.1% | +21.7% | +17.4% |
| 5Y | +8.2% | +102.6% | -94.4% | -13.6% |
| 10Y | +309.5% | +3.8% | +305.7% | +229.8% |
| All | +13,845.6% | +597.8% | +13,247.9% | +7,368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling