+6.7%
HD vs SPG
+84.0%
-77.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +0.5% |
| 30D | +18.0% | +17.2% | +0.7% | +8.6% |
| 3M | +2.8% | +6.3% | -3.5% | -0.4% |
| 6M | +17.0% | +18.7% | -1.7% | +7.0% |
| YTD | +3.5% | +30.1% | -26.6% | -9.9% |
| 1Y | -2.6% | +32.8% | -35.3% | -16.1% |
| 3Y | +30.7% | +133.6% | -102.8% | -17.2% |
| All | +6.7% | +84.0% | -77.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling