The spectrum of the strongly correlated systems usually shows resonant peaks at finite energy, with examples in the 115 Ce family which are reproduced by the dynamical mean-field theory. A similar structure has been seen recently in the orbitally selective Mott (OSM) phase of two-band model, known as doublon-holon bound state, with implications on the fate of such phase in the zero Hunds coupling limit. We show that these features can be captured with the slave-particle methods once their Hilbert space is taken into account. We use slave-spin calculations, justifiable in the limit of large dimensions, to explicitly demonstrate this and compare the results with dynamical mean-field theory.