+19.0%
SPGI vs HIG
+99.1%
-80.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +5.4% | -4.9% | +10.3% | +7.5% |
| 3M | +9.0% | +6.8% | +2.2% | +6.1% |
| 6M | +0.8% | -1.7% | +2.5% | +1.1% |
| YTD | -12.6% | -0.2% | -12.3% | -13.1% |
| 1Y | -16.1% | +5.7% | -21.8% | -18.9% |
| 3Y | +19.0% | +100.3% | -81.3% | -13.0% |
| All | +19.0% | +99.1% | -80.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling