+106.9%
SPG vs HRB
+112.6%
-5.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.6% | +2.2% |
| 7D | 0.0% | -9.1% | +9.1% | +1.5% |
| 30D | -4.9% | +0.3% | -5.2% | -5.4% |
| 3M | +3.3% | +23.4% | -20.1% | -0.9% |
| 6M | +11.2% | +45.1% | -33.9% | +3.1% |
| YTD | +17.1% | +8.9% | +8.2% | +15.2% |
| 1Y | +21.6% | -7.9% | +29.5% | +24.3% |
| 3Y | +111.9% | +27.9% | +83.9% | +93.1% |
| 5Y | +106.9% | +108.3% | -1.4% | +70.1% |
| All | +106.9% | +112.6% | -5.7% | +70.1% |
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