+102.2%
HAS vs SBAC
+103.9%
-1.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | +3.3% | +3.6% | -0.4% | +2.3% |
| 30D | +30.5% | +4.9% | +25.6% | +28.8% |
| 3M | +29.9% | +6.5% | +23.4% | +27.5% |
| 6M | +26.5% | -11.1% | +37.7% | +29.5% |
| YTD | +51.9% | +0.9% | +51.0% | +49.3% |
| 1Y | +60.9% | -1.6% | +62.5% | +59.2% |
| 3Y | +215.0% | -7.0% | +222.0% | +211.5% |
| 5Y | +51.5% | -39.2% | +90.7% | +66.8% |
| 10Y | +102.2% | +111.4% | -9.1% | +107.3% |
| All | +102.2% | +103.9% | -1.6% | +107.3% |
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