-32.9%
HDB vs SBAC
+2.4%
-35.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.3% | +4.6% |
| 7D | +12.9% | +5.8% | +7.1% | +11.9% |
| 30D | +10.0% | +20.8% | -10.8% | +7.0% |
| 3M | +1.8% | +4.8% | -2.9% | +0.9% |
| 6M | -2.1% | -9.1% | +7.0% | -1.4% |
| YTD | -33.4% | +3.1% | -36.5% | -32.5% |
| 1Y | -32.9% | +2.2% | -35.0% | -31.5% |
| All | -32.9% | +2.4% | -35.2% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling