+63.6%
HDB vs SBAC
+103.9%
-40.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +12.7% | +3.6% | +9.1% | +11.6% |
| 30D | +16.6% | +4.9% | +11.7% | +15.1% |
| 3M | +10.8% | +6.5% | +4.3% | +8.8% |
| 6M | +3.8% | -11.1% | +15.0% | +6.5% |
| YTD | -28.9% | +0.9% | -29.8% | -30.1% |
| 1Y | -28.0% | -1.6% | -26.4% | -28.7% |
| 3Y | -7.2% | -7.0% | -0.2% | -8.3% |
| 5Y | -22.2% | -39.2% | +17.0% | -13.5% |
| 10Y | +63.6% | +111.4% | -47.8% | +43.3% |
| All | +63.6% | +103.9% | -40.3% | +43.3% |
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