+338.6%
SPGI vs HBM
+274.8%
+63.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +15.3% | -14.8% | +30.1% | +17.1% |
| 3M | +16.5% | -20.7% | +37.2% | +19.0% |
| 6M | +19.8% | -13.9% | +33.7% | +20.0% |
| YTD | -3.2% | +10.6% | -13.9% | -7.4% |
| 1Y | +1.8% | +32.4% | -30.6% | -5.1% |
| 3Y | +30.6% | +432.0% | -401.4% | -3.4% |
| 5Y | +16.0% | +205.5% | -189.4% | -10.5% |
| 10Y | +338.6% | +291.1% | +47.5% | +168.4% |
| All | +338.6% | +274.8% | +63.8% | +168.4% |
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