-12.5%
SPGI vs HWM
+48.6%
-61.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +0.1% | -2.1% | +2.2% | 0.0% |
| 30D | +8.4% | -11.0% | +19.4% | +7.5% |
| 3M | +11.8% | +4.0% | +7.8% | +12.1% |
| 6M | +5.7% | -0.2% | +5.9% | +5.3% |
| YTD | -9.7% | +26.7% | -36.3% | -5.9% |
| 1Y | -12.5% | +44.7% | -57.2% | -4.7% |
| All | -12.5% | +48.6% | -61.0% | -4.7% |
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