+62.1%
SPG vs HRB
+209.1%
-147.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.2% | -8.0% | +6.9% | +1.8% |
| 30D | -6.1% | -16.0% | +9.8% | -0.4% |
| 3M | -3.6% | +26.9% | -30.5% | -13.1% |
| 6M | +10.4% | +51.1% | -40.7% | -8.9% |
| YTD | +14.4% | +7.1% | +7.3% | +7.5% |
| 1Y | +16.5% | -9.6% | +26.2% | +17.1% |
| 3Y | +106.8% | +25.4% | +81.4% | +71.8% |
| 5Y | +108.9% | +114.9% | -6.0% | +27.1% |
| All | +62.1% | +209.1% | -147.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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