+19.3%
SPG vs HRB
-9.2%
+28.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | -1.7% | -10.6% | +9.0% | -1.4% |
| 30D | -6.3% | -0.8% | -5.4% | -6.3% |
| 3M | -2.4% | +19.1% | -21.5% | -2.7% |
| 6M | +9.6% | +48.7% | -39.1% | +10.1% |
| YTD | +14.2% | +7.1% | +7.1% | +16.4% |
| 1Y | +19.3% | -8.3% | +27.6% | +24.2% |
| All | +19.3% | -9.2% | +28.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling