+151.1%
HAL vs SBAC
+2,208.1%
-2,057.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +17.0% | +6.9% | +10.1% | +15.8% |
| 3M | -9.7% | -8.2% | -1.4% | -8.7% |
| 6M | +8.6% | -1.6% | +10.3% | +8.0% |
| YTD | +33.0% | -0.1% | +33.1% | +31.8% |
| 1Y | +68.3% | -0.5% | +68.8% | +66.7% |
| 3Y | +0.1% | -9.1% | +9.2% | -0.8% |
| 5Y | +102.6% | -43.8% | +146.4% | +114.6% |
| 10Y | +3.8% | +80.5% | -76.7% | -7.9% |
| All | +151.1% | +2,208.1% | -2,057.0% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling