+62.2%
SPG vs HDB
+34.0%
+28.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.3% |
| 7D | 0.0% | -2.0% | +2.1% | +0.8% |
| 30D | -4.9% | -4.9% | -0.1% | -3.2% |
| 3M | +3.3% | -2.3% | +5.6% | +3.5% |
| 6M | +11.2% | -23.7% | +34.9% | +22.1% |
| YTD | +17.1% | -38.5% | +55.5% | +39.6% |
| 1Y | +21.6% | -36.5% | +58.0% | +42.9% |
| 3Y | +111.9% | -28.5% | +140.3% | +131.4% |
| 5Y | +106.9% | -37.4% | +144.3% | +134.0% |
| 10Y | +62.2% | +34.0% | +28.2% | +49.4% |
| All | +62.2% | +34.0% | +28.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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