+102.9%
HIG vs SBAC
-11.3%
+114.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -2.3% | -5.3% | +3.0% | -1.5% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | +6.3% | -11.9% | +18.2% | +8.2% |
| 6M | +0.6% | -4.5% | +5.1% | +0.9% |
| YTD | +0.6% | -4.3% | +5.0% | +0.7% |
| 1Y | +6.1% | -3.9% | +10.0% | +6.1% |
| All | +102.9% | -11.3% | +114.2% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling