+2,459.5%
SPG vs HDB
+4,142.9%
-1,683.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | +4.9% | +13.3% | -8.4% | -0.4% |
| 30D | +15.6% | +13.6% | +2.1% | +9.6% |
| 3M | +4.1% | +5.8% | -1.7% | +1.2% |
| 6M | +13.6% | -1.9% | +15.5% | +13.2% |
| YTD | +27.5% | -31.2% | +58.7% | +46.1% |
| 1Y | +32.2% | -29.6% | +61.8% | +49.9% |
| 3Y | +126.0% | -10.1% | +136.1% | +125.4% |
| 5Y | +74.7% | -24.3% | +99.1% | +83.6% |
| 10Y | +112.8% | +59.3% | +53.6% | +56.2% |
| All | +2,459.5% | +4,142.9% | -1,683.4% | +650.3% |
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