-18.9%
SPGI vs HIG
+7.0%
-25.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.9% | -2.3% | -6.6% | -8.3% |
| 30D | +0.6% | -1.2% | +1.9% | +1.0% |
| 3M | +2.0% | +6.3% | -4.3% | -0.1% |
| 6M | +0.1% | +0.6% | -0.5% | -1.2% |
| YTD | -16.4% | +0.6% | -17.0% | -18.0% |
| 1Y | -18.9% | +6.1% | -25.0% | -23.4% |
| All | -18.9% | +7.0% | -25.9% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling