+19.0%
SPGI vs HRB
+28.7%
-9.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.8% |
| 7D | -2.5% | -9.1% | +6.6% | -0.5% |
| 30D | +5.4% | +0.3% | +5.2% | +5.0% |
| 3M | +9.0% | +23.4% | -14.3% | +3.3% |
| 6M | +0.8% | +45.1% | -44.4% | -8.2% |
| YTD | -12.6% | +8.9% | -21.4% | -15.6% |
| 1Y | -16.1% | -7.9% | -8.2% | -16.7% |
| 3Y | +19.0% | +27.9% | -8.9% | +4.3% |
| All | +19.0% | +28.7% | -9.7% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling