+296.4%
SPGI vs HBM
+625.8%
-329.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.5% |
| 7D | -3.1% | +5.5% | -8.6% | -3.7% |
| 30D | +2.0% | +3.3% | -1.3% | +1.4% |
| 3M | +4.3% | +12.7% | -8.3% | +2.1% |
| 6M | -0.2% | +28.2% | -28.4% | -4.8% |
| YTD | -14.8% | +45.3% | -60.1% | -20.7% |
| 1Y | -18.5% | +121.7% | -140.3% | -28.8% |
| 3Y | +16.0% | +523.5% | -507.6% | -15.2% |
| 5Y | +2.2% | +393.9% | -391.7% | -25.6% |
| 10Y | +296.4% | +647.9% | -351.5% | +124.8% |
| All | +296.4% | +625.8% | -329.4% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling