+22.0%
SPGI vs HWM
+426.8%
-404.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.4% |
| 30D | +8.4% | -11.0% | +19.4% | +10.1% |
| 3M | +11.8% | +4.0% | +7.8% | +10.8% |
| 6M | +5.7% | -0.2% | +5.9% | +5.1% |
| YTD | -9.7% | +26.7% | -36.3% | -14.1% |
| 1Y | -12.5% | +44.7% | -57.2% | -19.3% |
| All | +22.0% | +426.8% | -404.8% | -27.4% |
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