+133.9%
HL vs SBAC
-3.2%
+137.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.4% |
| 30D | +25.1% | +6.9% | +18.1% | +25.7% |
| 3M | +22.9% | -8.2% | +31.1% | +22.9% |
| 6M | -4.9% | -1.6% | -3.3% | -4.6% |
| YTD | +7.8% | -0.1% | +7.9% | +7.3% |
| 1Y | +133.9% | -0.5% | +134.3% | +137.8% |
| All | +133.9% | -3.2% | +137.1% | +137.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling