+337.0%
SPGI vs HRB
+243.2%
+93.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -4.0% | +5.6% | +2.6% |
| 30D | +16.1% | +15.8% | +0.3% | +11.9% |
| 3M | +15.5% | +12.0% | +3.4% | +11.6% |
| 6M | +19.6% | +40.7% | -21.1% | +8.9% |
| YTD | -3.6% | +21.0% | -24.6% | -9.7% |
| 1Y | +2.2% | +11.7% | -9.4% | -2.4% |
| 3Y | +30.1% | +25.0% | +5.2% | +18.5% |
| 5Y | +14.9% | +141.0% | -126.1% | -13.0% |
| All | +337.0% | +243.2% | +93.8% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling