+109.0%
SPG vs HDB
+63.5%
+45.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +2.0% | +2.7% | -0.8% | +0.9% |
| 30D | +17.2% | +14.1% | +3.1% | +11.4% |
| 3M | +6.3% | +11.8% | -5.5% | +1.5% |
| 6M | +18.7% | +8.2% | +10.5% | +14.0% |
| YTD | +30.1% | -29.3% | +59.4% | +46.8% |
| 1Y | +32.8% | -28.8% | +61.5% | +49.3% |
| 3Y | +133.6% | -7.5% | +141.0% | +129.4% |
| 5Y | +84.4% | -23.1% | +107.4% | +91.8% |
| All | +109.0% | +63.5% | +45.4% | +81.6% |
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