+5.1%
SPGI vs HBM
+369.7%
-364.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.7% |
| 7D | -2.5% | +7.3% | -9.8% | -3.1% |
| 30D | +5.4% | +5.0% | +0.4% | +4.8% |
| 3M | +9.0% | +11.1% | -2.1% | +7.5% |
| 6M | +0.8% | +30.2% | -29.4% | -3.1% |
| YTD | -12.6% | +46.2% | -58.7% | -17.9% |
| 1Y | -16.1% | +120.0% | -136.1% | -25.8% |
| 3Y | +19.0% | +527.3% | -508.3% | -13.5% |
| 5Y | +5.1% | +400.3% | -395.2% | -23.1% |
| All | +5.1% | +369.7% | -364.7% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling