+14,839.3%
SPGI vs HRB
+3,493.2%
+11,346.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -8.1% | +6.7% | +0.8% |
| 30D | +15.3% | +15.0% | +0.2% | +11.1% |
| 3M | +16.5% | +10.2% | +6.3% | +12.9% |
| 6M | +19.8% | +44.2% | -24.4% | +8.0% |
| YTD | -3.2% | +21.0% | -24.2% | -9.7% |
| 1Y | +1.8% | +12.0% | -10.2% | -3.2% |
| 3Y | +30.6% | +24.9% | +5.7% | +18.6% |
| 5Y | +16.0% | +144.6% | -128.6% | -13.4% |
| 10Y | +338.6% | +229.4% | +109.2% | +180.5% |
| All | +14,839.3% | +3,493.2% | +11,346.0% | +5,032.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling