+6,750.2%
HD vs SPG
+5,805.1%
+945.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | +4.3% | +4.9% | -0.6% | +2.7% |
| 30D | +20.2% | +15.6% | +4.6% | +14.4% |
| 3M | -1.0% | +4.1% | -5.1% | -2.3% |
| 6M | +7.9% | +13.6% | -5.7% | +3.3% |
| YTD | +2.0% | +27.5% | -25.6% | -6.3% |
| 1Y | -4.3% | +32.2% | -36.5% | -13.1% |
| 3Y | +25.9% | +126.0% | -100.1% | -5.4% |
| 5Y | +5.8% | +74.7% | -68.9% | -14.3% |
| 10Y | +262.5% | +112.8% | +149.7% | +141.7% |
| All | +6,750.2% | +5,805.1% | +945.1% | +1,168.0% |
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