-23.5%
HDB vs SBAC
-40.7%
+17.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +13.7% | +3.0% | +10.7% | +13.1% |
| 30D | +15.8% | +4.3% | +11.5% | +14.9% |
| 3M | +9.2% | +4.1% | +5.1% | +8.3% |
| 6M | +3.2% | -11.6% | +14.8% | +5.0% |
| YTD | -29.4% | +0.4% | -29.7% | -30.0% |
| 1Y | -27.9% | -1.1% | -26.8% | -28.3% |
| 3Y | -5.9% | -7.3% | +1.4% | -6.1% |
| 5Y | -23.5% | -40.8% | +17.3% | -17.4% |
| All | -23.5% | -40.7% | +17.2% | -17.4% |
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