+189.2%
HAS vs SBAC
-10.4%
+199.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | +31.0% | +11.2% | +19.9% | +28.4% |
| 3M | +30.7% | +4.5% | +26.2% | +29.4% |
| 6M | +23.9% | -12.2% | +36.1% | +26.9% |
| YTD | +48.3% | -0.1% | +48.4% | +47.7% |
| 1Y | +60.2% | -0.3% | +60.5% | +59.5% |
| 3Y | +189.2% | -8.7% | +197.9% | +185.9% |
| All | +189.2% | -10.4% | +199.6% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling