+331.1%
HBM vs SBAC
-45.4%
+376.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.9% |
| 7D | -3.7% | -5.3% | +1.5% | -2.5% |
| 30D | -3.7% | +0.4% | -4.0% | -3.7% |
| 3M | +8.0% | -11.9% | +19.9% | +11.1% |
| 6M | +15.8% | -4.5% | +20.3% | +15.9% |
| YTD | +34.4% | -4.3% | +38.7% | +34.1% |
| 1Y | +98.2% | -3.9% | +102.0% | +97.1% |
| 3Y | +476.6% | -11.0% | +487.6% | +470.1% |
| 5Y | +331.1% | -44.1% | +375.2% | +404.1% |
| All | +331.1% | -45.4% | +376.5% | +404.1% |
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