+8.5%
SPGI vs HRB
+127.3%
-118.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.7% |
| 7D | +0.1% | -5.7% | +5.8% | +1.4% |
| 30D | +8.4% | +7.9% | +0.5% | +6.2% |
| 3M | +11.8% | +32.1% | -20.3% | +4.3% |
| 6M | +5.7% | +62.2% | -56.5% | -6.5% |
| YTD | -9.7% | +16.4% | -26.1% | -14.0% |
| 1Y | -12.5% | -0.3% | -12.2% | -14.1% |
| 3Y | +21.8% | +36.0% | -14.2% | +9.3% |
| All | +8.5% | +127.3% | -118.8% | -11.2% |
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 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