+343.3%
SPGI vs HLT
+694.7%
-351.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +15.9% | +13.7% | +2.2% | +10.3% |
| 3M | +12.3% | +16.3% | -4.0% | +5.8% |
| 6M | +23.7% | +19.9% | +3.8% | +15.0% |
| YTD | -3.5% | +30.1% | -33.6% | -13.7% |
| 1Y | +0.4% | +38.5% | -38.1% | -12.5% |
| 3Y | +29.9% | +131.0% | -101.2% | -8.6% |
| 5Y | +15.2% | +163.7% | -148.5% | -24.9% |
| All | +343.3% | +694.7% | -351.4% | +87.8% |
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