+338.6%
SPGI vs HIG
+268.2%
+70.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +15.3% | +5.4% | +9.9% | +12.9% |
| 3M | +16.5% | -0.9% | +17.4% | +16.9% |
| 6M | +19.8% | +4.8% | +15.0% | +17.4% |
| YTD | -3.2% | +0.9% | -4.1% | -4.1% |
| 1Y | +1.8% | +6.5% | -4.7% | -1.4% |
| 3Y | +30.6% | +95.7% | -65.2% | -1.4% |
| 5Y | +16.0% | +107.1% | -91.0% | -15.3% |
| 10Y | +338.6% | +262.6% | +76.0% | +158.2% |
| All | +338.6% | +268.2% | +70.4% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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