+47.7%
HAS vs SBAC
-39.6%
+87.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +26.3% | +5.5% | +20.8% | +24.5% |
| 3M | +25.6% | +3.1% | +22.5% | +24.4% |
| 6M | +30.3% | -7.0% | +37.3% | +31.8% |
| YTD | +50.4% | +0.5% | +49.9% | +48.3% |
| 1Y | +57.7% | +0.2% | +57.5% | +55.6% |
| 3Y | +213.4% | -7.4% | +220.7% | +210.3% |
| All | +47.7% | -39.6% | +87.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling