+13.7%
SPGI vs HUT
-25.2%
+38.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.2% | +1.4% |
| 7D | +1.2% | +9.3% | -8.1% | +0.7% |
| 30D | +15.9% | -23.1% | +39.0% | +16.9% |
| 3M | +12.3% | -30.6% | +42.9% | +13.4% |
| 6M | +23.7% | -46.9% | +70.5% | +25.6% |
| YTD | -3.5% | +25.3% | -28.9% | -9.0% |
| 1Y | +0.4% | +59.8% | -59.4% | -7.4% |
| 3Y | +29.9% | +467.2% | -437.3% | -0.9% |
| All | +13.7% | -25.2% | +38.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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