+11.7%
SPGI vs HDB
-24.7%
+36.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +0.3% | +13.3% | -13.1% | -3.1% |
| 30D | +18.4% | +13.6% | +4.8% | +14.3% |
| 3M | +15.7% | +5.8% | +9.9% | +13.7% |
| 6M | +17.3% | -1.9% | +19.2% | +17.2% |
| YTD | -4.7% | -31.2% | +26.5% | +4.7% |
| 1Y | +1.8% | -29.6% | +31.4% | +11.0% |
| 3Y | +31.7% | -10.1% | +41.8% | +30.0% |
| All | +11.7% | -24.7% | +36.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling