+282.6%
SPGI vs HRB
+207.5%
+75.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -8.9% | -12.2% | +3.3% | -6.0% |
| 30D | +0.6% | -3.0% | +3.6% | +1.0% |
| 3M | +2.0% | +21.7% | -19.7% | -3.5% |
| 6M | +0.1% | +52.3% | -52.2% | -11.2% |
| YTD | -16.4% | +6.5% | -22.9% | -19.0% |
| 1Y | -18.9% | -6.7% | -12.3% | -19.1% |
| 3Y | +13.8% | +25.1% | -11.4% | +3.6% |
| 5Y | +0.5% | +113.8% | -113.3% | -21.6% |
| All | +282.6% | +207.5% | +75.1% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HRB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling