+2.9%
SPGI vs HWM
+5.4%
-2.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.6% | +3.4% |
| 7D | +7.2% | +9.4% | -2.2% | +6.9% |
| 30D | +23.2% | -7.0% | +30.2% | +23.2% |
| 3M | +17.0% | -25.9% | +42.9% | +16.6% |
| 6M | +20.4% | -10.8% | +31.2% | +21.0% |
| YTD | -1.9% | +4.3% | -6.2% | +2.0% |
| 1Y | +2.9% | +4.4% | -1.5% | +7.4% |
| All | +2.9% | +5.4% | -2.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling