+588.2%
HBM vs SBAC
+87.1%
+501.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -2.7% |
| 30D | -4.8% | +2.0% | -6.8% | -5.4% |
| 3M | -0.4% | -8.3% | +7.9% | +1.7% |
| 6M | +17.9% | +0.3% | +17.6% | +15.8% |
| YTD | +33.7% | -2.2% | +35.9% | +32.1% |
| 1Y | +95.6% | -4.6% | +100.2% | +94.6% |
| 3Y | +458.1% | -8.3% | +466.4% | +446.2% |
| 5Y | +329.0% | -42.8% | +371.8% | +394.4% |
| All | +588.2% | +87.1% | +501.1% | +618.3% |
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