+1,126.1%
SPG vs HBM
+613.3%
+512.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | -6.4% | +4.0% | -1.3% |
| 30D | -6.8% | +5.9% | -12.7% | -8.0% |
| 3M | +2.7% | -8.9% | +11.6% | +3.0% |
| 6M | +5.5% | +10.7% | -5.2% | +1.2% |
| YTD | +15.7% | +38.3% | -22.6% | +5.7% |
| 1Y | +20.9% | +121.3% | -100.5% | +0.5% |
| 3Y | +112.4% | +450.6% | -338.2% | +43.7% |
| 5Y | +101.4% | +338.0% | -236.6% | +35.1% |
| 10Y | +60.6% | +578.6% | -518.0% | -14.8% |
| All | +1,126.1% | +613.3% | +512.8% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling