+81.5%
SPG vs HBM
+217.3%
-135.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | +0.8% |
| 7D | +5.1% | +5.0% | +0.1% | +4.3% |
| 30D | +16.8% | -12.7% | +29.6% | +18.8% |
| 3M | +5.7% | -17.4% | +23.1% | +7.9% |
| 6M | +17.8% | -8.9% | +26.7% | +17.0% |
| YTD | +30.1% | +14.9% | +15.2% | +22.3% |
| 1Y | +32.8% | +41.4% | -8.6% | +19.9% |
| 3Y | +137.2% | +462.1% | -324.9% | +55.2% |
| 5Y | +81.5% | +224.0% | -142.5% | +23.0% |
| All | +81.5% | +217.3% | -135.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling