+115.7%
HAL vs SBAC
+2,207.9%
-2,092.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -12.0% | +1.2% | -13.2% | -12.2% |
| 30D | +0.3% | +11.2% | -10.9% | -1.4% |
| 3M | -1.6% | +4.5% | -6.1% | -2.5% |
| 6M | -20.5% | -12.2% | -8.3% | -19.3% |
| YTD | +14.2% | -0.1% | +14.3% | +13.0% |
| 1Y | +18.9% | -0.3% | +19.1% | +17.6% |
| 3Y | -13.7% | -8.7% | -5.0% | -14.5% |
| 5Y | +42.2% | -40.2% | +82.3% | +49.1% |
| 10Y | -16.7% | +97.3% | -114.0% | -27.2% |
| All | +115.7% | +2,207.9% | -2,092.2% | +19.5% |
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