-19.1%
HAL vs SBAC
+97.3%
-116.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -7.9% | +3.0% | -10.9% | -8.6% |
| 30D | -2.1% | +4.3% | -6.4% | -3.1% |
| 3M | +0.4% | +4.1% | -3.7% | -0.8% |
| 6M | -19.2% | -11.6% | -7.6% | -17.4% |
| YTD | +14.4% | +0.4% | +14.0% | +12.3% |
| 1Y | +18.0% | -1.1% | +19.1% | +16.2% |
| 3Y | -9.7% | -7.3% | -2.4% | -12.1% |
| 5Y | +40.1% | -40.8% | +80.9% | +55.8% |
| 10Y | -19.1% | +103.0% | -122.1% | -28.1% |
| All | -19.1% | +97.3% | -116.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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