+14.9%
SPGI vs HST
+82.0%
-67.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +16.1% | +14.5% | +1.6% | +11.6% |
| 3M | +15.5% | +15.4% | 0.0% | +10.7% |
| 6M | +19.6% | +22.0% | -2.3% | +12.5% |
| YTD | -3.6% | +54.9% | -58.4% | -16.0% |
| 1Y | +2.2% | +54.0% | -51.7% | -10.8% |
| 3Y | +30.1% | +90.4% | -60.3% | +3.6% |
| 5Y | +14.9% | +84.2% | -69.3% | -8.1% |
| All | +14.9% | +82.0% | -67.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling