+334.0%
SPGI vs HIG
+268.7%
+65.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +1.6% | +2.1% | -0.6% | +0.7% |
| 30D | +16.1% | +6.7% | +9.3% | +13.1% |
| 3M | +15.5% | -1.9% | +17.4% | +16.3% |
| 6M | +19.6% | +5.3% | +14.3% | +16.9% |
| YTD | -3.6% | +1.3% | -4.9% | -4.6% |
| 1Y | +2.2% | +7.2% | -5.0% | -1.2% |
| 3Y | +30.1% | +96.6% | -66.5% | -1.9% |
| 5Y | +14.9% | +110.0% | -95.1% | -16.5% |
| 10Y | +334.0% | +268.4% | +65.6% | +156.3% |
| All | +334.0% | +268.7% | +65.3% | +156.3% |
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