+11.7%
SPGI vs HRB
+150.3%
-138.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | 0.0% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +18.4% | +22.1% | -3.7% | +12.9% |
| 3M | +15.7% | +15.7% | 0.0% | +11.3% |
| 6M | +17.3% | +83.3% | -66.1% | +0.3% |
| YTD | -4.7% | +25.0% | -29.7% | -11.1% |
| 1Y | +1.8% | +6.9% | -5.1% | -1.8% |
| 3Y | +31.7% | +39.0% | -7.3% | +16.9% |
| All | +11.7% | +150.3% | -138.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling