+14,609.4%
SPGI vs HST
+1,511.7%
+13,097.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +1.0% |
| 30D | +18.4% | +10.7% | +7.7% | +15.2% |
| 3M | +15.7% | +6.3% | +9.4% | +13.7% |
| 6M | +17.3% | +19.0% | -1.7% | +11.6% |
| YTD | -4.7% | +47.0% | -51.8% | -14.6% |
| 1Y | +1.8% | +53.4% | -51.6% | -9.8% |
| 3Y | +31.7% | +78.0% | -46.3% | +10.6% |
| 5Y | +12.1% | +71.7% | -59.6% | -6.9% |
| 10Y | +341.9% | +146.2% | +195.8% | +211.4% |
| All | +14,609.4% | +1,511.7% | +13,097.7% | +6,264.4% |
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