+343.3%
SPGI vs HBM
+281.1%
+62.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | +2.2% | -1.0% | +0.9% |
| 30D | +15.9% | -11.8% | +27.7% | +17.3% |
| 3M | +12.3% | -19.2% | +31.5% | +14.4% |
| 6M | +23.7% | -22.9% | +46.6% | +25.6% |
| YTD | -3.5% | +7.8% | -11.3% | -7.4% |
| 1Y | +0.4% | +34.9% | -34.5% | -6.6% |
| 3Y | +29.9% | +422.2% | -392.3% | -3.7% |
| 5Y | +15.2% | +192.8% | -177.6% | -10.7% |
| All | +343.3% | +281.1% | +62.2% | +173.9% |
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