+257.9%
HD vs SBAC
+97.3%
+160.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +3.6% | +3.0% | +0.6% | +2.6% |
| 30D | +21.6% | +4.3% | +17.3% | +19.7% |
| 3M | +0.1% | +4.1% | -4.0% | -1.6% |
| 6M | +13.0% | -11.6% | +24.6% | +17.1% |
| YTD | +4.9% | +0.4% | +4.6% | +2.6% |
| 1Y | -2.1% | -1.1% | -1.0% | -3.8% |
| 3Y | +32.6% | -7.3% | +39.9% | +30.5% |
| 5Y | +8.2% | -40.8% | +49.0% | +26.0% |
| 10Y | +257.9% | +103.0% | +155.0% | +200.8% |
| All | +257.9% | +97.3% | +160.6% | +200.8% |
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