+334.3%
SPGI vs HWM
+1,636.6%
-1,302.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.4% |
| 7D | -0.9% | +1.6% | -2.5% | -1.4% |
| 30D | +15.5% | -3.9% | +19.5% | +16.1% |
| 3M | +15.7% | -23.2% | +38.9% | +22.1% |
| 6M | +19.1% | -20.0% | +39.0% | +24.0% |
| YTD | -4.1% | +5.7% | -9.8% | -7.3% |
| 1Y | +1.2% | +4.9% | -3.7% | -2.1% |
| 3Y | +31.6% | +347.0% | -315.4% | -14.2% |
| 5Y | +12.4% | +563.0% | -550.6% | -34.1% |
| 10Y | +334.3% | +1,579.2% | -1,244.9% | +98.9% |
| All | +334.3% | +1,636.6% | -1,302.3% | +98.9% |
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