+654.4%
HBM vs SBAC
+936.0%
-281.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +7.4% | -0.1% | +7.4% | +7.4% |
| 30D | +5.1% | +3.2% | +1.8% | +3.4% |
| 3M | +11.1% | -5.1% | +16.2% | +12.7% |
| 6M | +30.2% | -2.1% | +32.3% | +27.6% |
| YTD | +46.2% | -0.5% | +46.7% | +41.4% |
| 1Y | +120.0% | +1.1% | +118.9% | +110.3% |
| 3Y | +527.4% | -7.4% | +534.9% | +497.4% |
| 5Y | +400.4% | -44.3% | +444.7% | +514.3% |
| 10Y | +621.5% | +77.6% | +544.0% | +279.0% |
| All | +654.4% | +936.0% | -281.7% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling