+1,454.0%
HD vs SBAC
+2,207.9%
-753.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.6% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | +20.2% | +11.2% | +9.0% | +18.5% |
| 3M | -1.0% | +4.5% | -5.5% | -1.6% |
| 6M | +7.9% | -12.2% | +20.1% | +9.4% |
| YTD | +2.0% | -0.1% | +2.1% | +1.3% |
| 1Y | -4.3% | -0.3% | -4.0% | -4.9% |
| 3Y | +25.9% | -8.7% | +34.7% | +25.9% |
| 5Y | +5.8% | -40.2% | +46.0% | +11.1% |
| 10Y | +262.5% | +97.3% | +165.2% | +232.3% |
| All | +1,454.0% | +2,207.9% | -753.8% | +997.8% |
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 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