+109.0%
SPG vs HBM
+281.1%
-172.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.0% | +2.2% | -0.3% | +1.5% |
| 30D | +17.2% | -11.8% | +29.0% | +19.5% |
| 3M | +6.3% | -19.2% | +25.5% | +9.7% |
| 6M | +18.7% | -22.9% | +41.6% | +21.6% |
| YTD | +30.1% | +7.8% | +22.3% | +22.4% |
| 1Y | +32.8% | +34.9% | -2.2% | +19.1% |
| 3Y | +133.6% | +422.2% | -288.6% | +49.6% |
| 5Y | +84.4% | +192.8% | -108.4% | +26.3% |
| All | +109.0% | +281.1% | -172.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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