+3,769.4%
HDB vs SBAC
+1,056.9%
+2,712.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -2.8% | +6.9% | -9.7% | -4.0% |
| 3M | -3.5% | -8.2% | +4.7% | -2.3% |
| 6M | -24.7% | -1.6% | -23.1% | -25.0% |
| YTD | -36.6% | -0.1% | -36.4% | -37.1% |
| 1Y | -34.4% | -0.5% | -33.9% | -34.9% |
| 3Y | -24.4% | -9.1% | -15.3% | -24.7% |
| 5Y | -35.4% | -43.8% | +8.4% | -30.5% |
| 10Y | +39.5% | +80.5% | -41.0% | +20.6% |
| All | +3,769.4% | +1,056.9% | +2,712.5% | +2,537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling