-37.4%
HDB vs SBAC
-43.9%
+6.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -4.9% | +3.2% | -8.1% | -5.4% |
| 3M | -2.3% | -5.1% | +2.7% | -1.6% |
| 6M | -23.7% | -2.1% | -21.6% | -23.8% |
| YTD | -38.5% | -0.5% | -38.0% | -38.8% |
| 1Y | -36.5% | +1.1% | -37.6% | -37.1% |
| 3Y | -28.5% | -7.4% | -21.0% | -28.7% |
| 5Y | -37.4% | -44.3% | +7.0% | -31.9% |
| All | -37.4% | -43.9% | +6.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling