+2,743.3%
SPGI vs HBM
+471.0%
+2,272.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.0% |
| 7D | +1.6% | +2.4% | -0.8% | +1.2% |
| 30D | +16.1% | -16.0% | +32.0% | +18.4% |
| 3M | +15.5% | -21.3% | +36.8% | +18.4% |
| 6M | +19.6% | -12.2% | +31.9% | +19.5% |
| YTD | -3.6% | +10.7% | -14.3% | -8.1% |
| 1Y | +2.2% | +30.3% | -28.1% | -5.0% |
| 3Y | +30.1% | +432.2% | -402.1% | -5.2% |
| 5Y | +14.9% | +218.8% | -203.9% | -13.1% |
| 10Y | +334.0% | +281.4% | +52.6% | +173.2% |
| All | +2,743.3% | +471.0% | +2,272.3% | +966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling