+2,221.9%
SPG vs HDB
+3,812.1%
-1,590.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -6.8% | -2.8% | -4.0% | -5.8% |
| 3M | +2.7% | -3.5% | +6.2% | +3.5% |
| 6M | +5.5% | -24.7% | +30.2% | +17.1% |
| YTD | +15.7% | -36.6% | +52.3% | +37.5% |
| 1Y | +20.9% | -34.4% | +55.2% | +41.3% |
| 3Y | +112.4% | -24.4% | +136.8% | +128.1% |
| 5Y | +101.4% | -35.4% | +136.7% | +126.4% |
| 10Y | +60.6% | +39.5% | +21.1% | +24.9% |
| All | +2,221.9% | +3,812.1% | -1,590.2% | +606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling