+254.2%
HD vs SPG
+109.7%
+144.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | +4.3% | +4.9% | -0.6% | +2.9% |
| 30D | +20.2% | +15.6% | +4.6% | +15.1% |
| 3M | -1.0% | +4.1% | -5.1% | -2.1% |
| 6M | +7.9% | +13.6% | -5.7% | +3.9% |
| YTD | +2.0% | +27.5% | -25.6% | -5.2% |
| 1Y | -4.3% | +32.2% | -36.5% | -12.0% |
| 3Y | +25.9% | +126.0% | -100.1% | -1.1% |
| 5Y | +5.8% | +74.7% | -68.9% | -12.4% |
| All | +254.2% | +109.7% | +144.5% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling