+640.9%
SPGI vs HLT
+653.9%
-13.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | -3.3% | +3.5% | +1.5% |
| 30D | +8.4% | -4.1% | +12.5% | +10.1% |
| 3M | +11.8% | -7.9% | +19.8% | +15.3% |
| 6M | +5.7% | +2.2% | +3.6% | +4.2% |
| YTD | -9.7% | +8.5% | -18.2% | -13.4% |
| 1Y | -12.5% | +12.1% | -24.6% | -17.4% |
| 3Y | +21.8% | +107.6% | -85.8% | -11.3% |
| 5Y | +8.2% | +156.4% | -148.2% | -29.6% |
| 10Y | +309.5% | +566.3% | -256.8% | +65.2% |
| All | +640.9% | +653.9% | -13.0% | +184.0% |
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