+6,303.1%
HD vs SPG
+5,256.9%
+1,046.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.2% |
| 30D | -8.4% | -6.8% | -1.6% | -6.1% |
| 3M | +4.3% | +2.7% | +1.7% | +3.4% |
| 6M | -11.1% | +5.5% | -16.6% | -12.7% |
| YTD | -4.7% | +15.7% | -20.4% | -9.4% |
| 1Y | -19.8% | +20.9% | -40.7% | -25.0% |
| 3Y | +4.1% | +112.4% | -108.3% | -20.2% |
| 5Y | +10.3% | +101.4% | -91.0% | -14.9% |
| 10Y | +203.2% | +60.6% | +142.5% | +123.4% |
| All | +6,303.1% | +5,256.9% | +1,046.2% | +1,125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling