+334.3%
SPGI vs HDB
+61.5%
+272.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.1% |
| 7D | -0.9% | +13.7% | -14.6% | -4.9% |
| 30D | +15.5% | +15.8% | -0.3% | +10.1% |
| 3M | +15.7% | +9.2% | +6.4% | +12.1% |
| 6M | +19.1% | +3.2% | +15.9% | +17.0% |
| YTD | -4.1% | -29.4% | +25.3% | +6.1% |
| 1Y | +1.2% | -27.9% | +29.1% | +11.1% |
| 3Y | +31.6% | -5.9% | +37.5% | +28.9% |
| 5Y | +12.4% | -23.5% | +35.9% | +16.5% |
| 10Y | +334.3% | +61.3% | +273.0% | +226.1% |
| All | +334.3% | +61.5% | +272.8% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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