+248.6%
HD vs SPG
+113.9%
+134.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +2.0% | -0.5% | +0.9% |
| 30D | +18.0% | +17.2% | +0.7% | +12.5% |
| 3M | +2.8% | +6.3% | -3.5% | +1.0% |
| 6M | +17.0% | +18.7% | -1.7% | +11.1% |
| YTD | +3.5% | +30.1% | -26.6% | -4.4% |
| 1Y | -2.6% | +32.8% | -35.3% | -10.6% |
| 3Y | +30.7% | +133.6% | -102.8% | +1.6% |
| 5Y | +6.2% | +84.4% | -78.2% | -13.3% |
| All | +248.6% | +113.9% | +134.6% | +179.3% |
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