+14.0%
SPGI vs HLT
+163.0%
-149.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.8% | +0.8% | -1.7% | -1.1% |
| 30D | +14.3% | +13.1% | +1.2% | +9.1% |
| 3M | +14.5% | +15.6% | -1.1% | +8.4% |
| 6M | +17.3% | +19.0% | -1.7% | +9.6% |
| YTD | -4.6% | +29.9% | -34.5% | -14.5% |
| 1Y | +0.8% | +35.9% | -35.1% | -11.4% |
| 3Y | +28.8% | +132.1% | -103.3% | -9.6% |
| 5Y | +14.0% | +163.4% | -149.5% | -25.4% |
| All | +14.0% | +163.0% | -149.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling