+103.1%
SPG vs HDB
-35.4%
+138.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -6.8% | -2.8% | -4.0% | -6.1% |
| 3M | +2.7% | -3.5% | +6.2% | +3.3% |
| 6M | +5.5% | -24.7% | +30.2% | +14.4% |
| YTD | +15.7% | -36.6% | +52.3% | +32.5% |
| 1Y | +20.9% | -34.4% | +55.2% | +36.6% |
| 3Y | +112.4% | -24.4% | +136.8% | +123.9% |
| All | +103.1% | -35.4% | +138.5% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling