+13,845.6%
SPGI vs HRB
+3,357.9%
+10,487.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.6% |
| 30D | +8.4% | +7.9% | +0.5% | +5.8% |
| 3M | +11.8% | +32.1% | -20.3% | +3.4% |
| 6M | +5.7% | +62.2% | -56.5% | -8.2% |
| YTD | -9.7% | +16.4% | -26.1% | -14.7% |
| 1Y | -12.5% | -0.3% | -12.2% | -14.1% |
| 3Y | +21.8% | +36.0% | -14.2% | +8.3% |
| 5Y | +8.2% | +125.2% | -117.0% | -17.5% |
| 10Y | +309.5% | +237.7% | +71.8% | +160.5% |
| All | +13,845.6% | +3,357.9% | +10,487.7% | +4,748.5% |
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 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