+331.8%
SPGI vs HWM
+1,473.3%
-1,141.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.5% |
| 7D | +0.3% | +3.4% | -3.1% | -0.7% |
| 30D | +18.4% | -7.5% | +25.9% | +20.0% |
| 3M | +15.7% | -28.9% | +44.6% | +24.3% |
| 6M | +17.3% | -19.6% | +36.9% | +21.9% |
| YTD | -4.7% | +0.6% | -5.3% | -6.8% |
| 1Y | +1.8% | +0.3% | +1.5% | -0.5% |
| 3Y | +31.7% | +326.1% | -294.4% | -13.1% |
| 5Y | +12.1% | +525.2% | -513.1% | -33.5% |
| All | +331.8% | +1,473.3% | -1,141.5% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling