+31.7%
SPGI vs HBM
+348.5%
-316.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | +0.3% | -3.6% | +3.9% | +0.4% |
| 30D | +18.4% | -19.2% | +37.5% | +19.0% |
| 3M | +15.7% | -20.5% | +36.2% | +16.2% |
| 6M | +17.3% | -12.8% | +30.1% | +17.0% |
| YTD | -4.7% | +5.4% | -10.2% | -6.9% |
| 1Y | +1.8% | +33.0% | -31.1% | -2.5% |
| 3Y | +31.7% | +357.3% | -325.6% | +7.6% |
| All | +31.7% | +348.5% | -316.8% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling