+16.0%
SPGI vs HWM
+603.8%
-587.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -1.4% | +5.0% | -6.3% | -2.5% |
| 30D | +15.3% | +1.5% | +13.7% | +14.4% |
| 3M | +16.5% | -20.3% | +36.8% | +22.0% |
| 6M | +19.8% | -18.0% | +37.9% | +24.3% |
| YTD | -3.2% | +9.5% | -12.7% | -7.8% |
| 1Y | +1.8% | +7.5% | -5.7% | -2.6% |
| 3Y | +30.6% | +355.7% | -325.1% | -26.7% |
| 5Y | +16.0% | +610.2% | -594.2% | -45.9% |
| All | +16.0% | +603.8% | -587.8% | -45.9% |
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 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