+0.8%
SPGI vs HLT
+142.1%
-141.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.4% | -1.6% | -5.8% | -6.8% |
| 30D | +0.4% | -5.0% | +5.4% | +2.2% |
| 3M | +5.3% | -10.4% | +15.7% | +9.4% |
| 6M | +1.7% | +3.2% | -1.6% | 0.0% |
| YTD | -16.4% | +6.7% | -23.1% | -19.2% |
| 1Y | -20.5% | +10.3% | -30.8% | -24.4% |
| 3Y | +14.2% | +99.3% | -85.1% | -14.5% |
| All | +0.8% | +142.1% | -141.3% | -31.1% |
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