+13.7%
SPGI vs HWM
+591.3%
-577.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.2% | +7.3% | -6.1% | -0.3% |
| 30D | +15.9% | +1.6% | +14.3% | +15.0% |
| 3M | +12.3% | -21.9% | +34.2% | +18.1% |
| 6M | +23.7% | -19.0% | +42.7% | +28.6% |
| YTD | -3.5% | +7.9% | -11.5% | -7.8% |
| 1Y | +0.4% | +9.9% | -9.5% | -4.6% |
| 3Y | +29.9% | +342.1% | -312.2% | -26.3% |
| All | +13.7% | +591.3% | -577.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling