+4,243.5%
HDB vs SBAC
+1,060.5%
+3,183.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.9% | -2.8% | +9.7% | +7.5% |
| 30D | +15.2% | +3.1% | +12.1% | +14.6% |
| 3M | +11.7% | +5.1% | +6.6% | +10.6% |
| 6M | +7.5% | -11.4% | +18.9% | +9.5% |
| YTD | -28.8% | +0.2% | -29.0% | -29.5% |
| 1Y | -29.1% | -3.9% | -25.2% | -29.3% |
| 3Y | -7.0% | -7.7% | +0.6% | -7.6% |
| 5Y | -22.1% | -39.7% | +17.7% | -17.3% |
| 10Y | +64.9% | +111.9% | -47.0% | +38.7% |
| All | +4,243.5% | +1,060.5% | +3,183.0% | +2,855.8% |
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 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