+84.9%
SPG vs HRB
+143.9%
-59.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | -7.8% | +10.9% | +4.4% |
| 30D | +16.4% | +15.7% | +0.7% | +13.7% |
| 3M | +7.1% | -5.5% | +12.6% | +7.7% |
| 6M | +16.1% | +41.1% | -25.1% | +8.9% |
| YTD | +30.4% | +20.4% | +10.1% | +26.4% |
| 1Y | +33.0% | +15.2% | +17.7% | +30.1% |
| 3Y | +134.6% | +24.3% | +110.3% | +118.6% |
| 5Y | +84.9% | +144.7% | -59.8% | +47.8% |
| All | +84.9% | +143.9% | -59.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling