+100.5%
HAS vs SBAC
+93.8%
+6.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +31.0% | +11.2% | +19.9% | +27.4% |
| 3M | +30.7% | +4.5% | +26.2% | +28.9% |
| 6M | +23.9% | -12.2% | +36.1% | +27.2% |
| YTD | +48.3% | -0.1% | +48.4% | +46.2% |
| 1Y | +60.2% | -0.3% | +60.5% | +57.9% |
| 3Y | +189.2% | -8.7% | +197.9% | +187.5% |
| 5Y | +50.4% | -40.2% | +90.6% | +66.1% |
| All | +100.5% | +93.8% | +6.7% | +105.3% |
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 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