+19.4%
SPGI vs HLT
+20.8%
-1.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.2% |
| 7D | +1.6% | +4.4% | -2.8% | -0.1% |
| 30D | +16.1% | +16.3% | -0.2% | +9.9% |
| 3M | +15.5% | +22.2% | -6.7% | +7.6% |
| All | +19.4% | +20.8% | -1.4% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling