+690.8%
SPGI vs HLT
+820.1%
-129.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +15.5% | +22.2% | -6.7% | +6.6% |
| 6M | +19.6% | +20.0% | -0.3% | +11.0% |
| YTD | -3.6% | +32.4% | -36.0% | -14.6% |
| 1Y | +2.2% | +38.6% | -36.4% | -11.2% |
| 3Y | +30.1% | +136.4% | -106.3% | -9.9% |
| 5Y | +14.9% | +162.8% | -147.9% | -25.6% |
| 10Y | +334.0% | +720.3% | -386.3% | +61.3% |
| All | +690.8% | +820.1% | -129.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling