-4.3%
HD vs SPG
+31.7%
-36.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.4% |
| 7D | +4.3% | +4.9% | -0.6% | +1.0% |
| 30D | +20.2% | +15.6% | +4.6% | +9.5% |
| 3M | -1.0% | +4.1% | -5.1% | -3.9% |
| 6M | +7.9% | +13.6% | -5.7% | -0.5% |
| YTD | +2.0% | +27.5% | -25.6% | -10.7% |
| 1Y | -4.3% | +32.2% | -36.5% | -19.1% |
| All | -4.3% | +31.7% | -36.0% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling