+13,845.6%
SPGI vs HST
+1,330.6%
+12,515.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +0.1% | -1.0% | +1.2% | +0.4% |
| 30D | +8.4% | -12.3% | +20.7% | +12.1% |
| 3M | +11.8% | -6.4% | +18.2% | +13.5% |
| 6M | +5.7% | +15.0% | -9.3% | +1.4% |
| YTD | -9.7% | +30.5% | -40.2% | -16.4% |
| 1Y | -12.5% | +35.7% | -48.1% | -20.0% |
| 3Y | +21.8% | +68.4% | -46.6% | +3.9% |
| 5Y | +8.2% | +73.1% | -64.9% | -10.4% |
| 10Y | +309.5% | +92.7% | +216.8% | +207.6% |
| All | +13,845.6% | +1,330.6% | +12,515.0% | +6,129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling