+2,140.1%
SPGI vs HDB
+3,812.1%
-1,672.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +8.4% | -2.8% | +11.2% | +9.3% |
| 3M | +11.8% | -3.5% | +15.4% | +12.6% |
| 6M | +5.7% | -24.7% | +30.4% | +14.8% |
| YTD | -9.7% | -36.6% | +26.9% | +3.3% |
| 1Y | -12.5% | -34.4% | +21.9% | -1.1% |
| 3Y | +21.8% | -24.4% | +46.2% | +29.1% |
| 5Y | +8.2% | -35.4% | +43.5% | +18.7% |
| 10Y | +309.5% | +39.5% | +270.0% | +232.8% |
| All | +2,140.1% | +3,812.1% | -1,672.0% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling