+343.3%
SPGI vs HST
+133.7%
+209.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +3.6% | -2.3% | +0.3% |
| 30D | +15.9% | +11.2% | +4.7% | +12.6% |
| 3M | +12.3% | +13.1% | -0.8% | +8.5% |
| 6M | +23.7% | +23.9% | -0.2% | +16.3% |
| YTD | -3.5% | +52.3% | -55.8% | -14.6% |
| 1Y | +0.4% | +56.7% | -56.3% | -11.8% |
| 3Y | +29.9% | +87.5% | -57.6% | +6.8% |
| 5Y | +15.2% | +82.8% | -67.6% | -6.5% |
| All | +343.3% | +133.7% | +209.6% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling