-28.0%
HDB vs SBAC
+0.4%
-28.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +12.7% | +3.6% | +9.1% | +12.1% |
| 30D | +16.6% | +4.9% | +11.7% | +15.7% |
| 3M | +10.8% | +6.5% | +4.3% | +9.7% |
| 6M | +3.8% | -11.1% | +15.0% | +4.9% |
| YTD | -28.9% | +0.9% | -29.8% | -27.7% |
| 1Y | -28.0% | -1.6% | -26.4% | -25.8% |
| All | -28.0% | +0.4% | -28.4% | -25.8% |
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 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