+14,754.4%
SPGI vs HST
+1,512.4%
+13,242.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.7% | -0.4% |
| 7D | +2.6% | -4.2% | +6.7% | +3.7% |
| 30D | +19.3% | +9.6% | +9.7% | +16.4% |
| 3M | +15.5% | -1.1% | +16.6% | +15.6% |
| 6M | +18.3% | +21.1% | -2.7% | +12.1% |
| YTD | -3.8% | +47.1% | -50.9% | -13.8% |
| 1Y | +1.3% | +64.0% | -62.7% | -11.9% |
| 3Y | +33.6% | +77.1% | -43.5% | +12.4% |
| 5Y | +13.2% | +71.8% | -58.6% | -6.0% |
| 10Y | +346.3% | +146.3% | +200.0% | +214.4% |
| All | +14,754.4% | +1,512.4% | +13,242.0% | +6,326.4% |
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