+295.5%
SPGI vs HDB
+34.0%
+261.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.2% |
| 7D | -2.5% | -2.0% | -0.4% | -1.8% |
| 30D | +5.4% | -4.9% | +10.3% | +7.1% |
| 3M | +9.0% | -2.3% | +11.3% | +9.4% |
| 6M | +0.8% | -23.7% | +24.5% | +9.2% |
| YTD | -12.6% | -38.5% | +25.9% | +1.4% |
| 1Y | -16.1% | -36.5% | +20.3% | -3.9% |
| 3Y | +19.0% | -28.5% | +47.4% | +28.3% |
| 5Y | +5.1% | -37.4% | +42.4% | +16.6% |
| 10Y | +295.5% | +34.0% | +261.4% | +227.4% |
| All | +295.5% | +34.0% | +261.4% | +227.4% |
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