+282.6%
SPGI vs HLT
+590.3%
-307.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -8.9% | -2.6% | -6.3% | -8.0% |
| 30D | +0.6% | -2.6% | +3.3% | +1.6% |
| 3M | +2.0% | -9.4% | +11.4% | +5.7% |
| 6M | +0.1% | +2.7% | -2.6% | -1.5% |
| YTD | -16.4% | +6.8% | -23.2% | -19.3% |
| 1Y | -18.9% | +12.4% | -31.3% | -23.5% |
| 3Y | +13.8% | +100.2% | -86.4% | -15.3% |
| 5Y | +0.5% | +143.7% | -143.2% | -32.5% |
| All | +282.6% | +590.3% | -307.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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