+296.4%
SPGI vs HIG
+314.4%
-17.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.8% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +2.0% | -2.8% | +4.9% | +3.2% |
| 3M | +4.3% | +6.3% | -2.0% | +1.7% |
| 6M | -0.2% | -0.1% | -0.1% | -0.4% |
| YTD | -14.8% | +0.4% | -15.2% | -15.4% |
| 1Y | -18.5% | +6.2% | -24.8% | -21.0% |
| 3Y | +16.0% | +101.6% | -85.7% | -13.3% |
| 5Y | +2.2% | +119.8% | -117.6% | -27.1% |
| 10Y | +296.4% | +311.7% | -15.3% | +114.8% |
| All | +296.4% | +314.4% | -17.9% | +114.8% |
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