+5.8%
HD vs SBAC
-40.3%
+46.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.3% |
| 7D | +4.3% | +1.2% | +3.1% | +4.0% |
| 30D | +20.2% | +11.2% | +9.0% | +16.3% |
| 3M | -1.0% | +4.5% | -5.5% | -2.5% |
| 6M | +7.9% | -12.2% | +20.1% | +11.5% |
| YTD | +2.0% | -0.1% | +2.1% | +0.6% |
| 1Y | -4.3% | -0.3% | -4.0% | -5.6% |
| 3Y | +25.9% | -8.7% | +34.7% | +25.4% |
| All | +5.8% | -40.3% | +46.1% | +24.1% |
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