+1,352.6%
HD vs SBAC
+2,208.1%
-855.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -8.4% | +6.9% | -15.3% | -9.2% |
| 3M | +4.3% | -8.2% | +12.6% | +5.3% |
| 6M | -11.1% | -1.6% | -9.5% | -11.4% |
| YTD | -4.7% | -0.1% | -4.6% | -5.2% |
| 1Y | -19.8% | -0.5% | -19.4% | -20.3% |
| 3Y | +4.1% | -9.1% | +13.2% | +4.2% |
| 5Y | +10.3% | -43.8% | +54.1% | +16.7% |
| 10Y | +203.2% | +80.5% | +122.6% | +180.7% |
| All | +1,352.6% | +2,208.1% | -855.5% | +926.9% |
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