+32.4%
HDB vs SBAC
+83.0%
-50.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.3% |
| 7D | -6.2% | -5.3% | -0.9% | -4.9% |
| 30D | -6.2% | +0.4% | -6.6% | -6.3% |
| 3M | -5.9% | -11.9% | +6.0% | -3.0% |
| 6M | -25.9% | -4.5% | -21.4% | -25.8% |
| YTD | -40.2% | -4.3% | -35.9% | -40.3% |
| 1Y | -38.0% | -3.9% | -34.1% | -38.2% |
| 3Y | -30.5% | -11.0% | -19.5% | -30.7% |
| 5Y | -38.1% | -44.1% | +6.0% | -29.6% |
| All | +32.4% | +83.0% | -50.6% | +19.0% |
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