+248.6%
HD vs SBAC
+114.8%
+133.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +18.0% | +5.5% | +12.5% | +15.7% |
| 3M | +2.8% | +3.1% | -0.3% | +1.4% |
| 6M | +17.0% | -7.0% | +24.0% | +18.9% |
| YTD | +3.5% | +0.5% | +3.0% | +1.1% |
| 1Y | -2.6% | +0.2% | -2.8% | -4.8% |
| 3Y | +30.7% | -7.4% | +38.1% | +28.7% |
| 5Y | +6.2% | -39.7% | +45.9% | +22.8% |
| All | +248.6% | +114.8% | +133.8% | +177.2% |
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