+30.1%
SPGI vs HWM
+349.8%
-319.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.6% | -1.8% | +3.3% | +1.7% |
| 30D | +16.1% | -2.7% | +18.8% | +16.2% |
| 3M | +15.5% | -22.7% | +38.2% | +18.8% |
| 6M | +19.6% | -18.9% | +38.6% | +22.2% |
| YTD | -3.6% | +7.1% | -10.7% | -5.9% |
| 1Y | +2.2% | +4.7% | -2.4% | +0.2% |
| 3Y | +30.1% | +345.6% | -315.5% | +0.4% |
| All | +30.1% | +349.8% | -319.6% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling