+261.2%
HL vs SBAC
+83.0%
+178.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -3.1% |
| 7D | -5.6% | -5.3% | -0.3% | -3.9% |
| 30D | +12.7% | +0.4% | +12.4% | +12.5% |
| 3M | +42.5% | -11.9% | +54.4% | +47.6% |
| 6M | -9.0% | -4.5% | -4.5% | -9.4% |
| YTD | +4.4% | -4.3% | +8.7% | +3.3% |
| 1Y | +82.7% | -3.9% | +86.5% | +80.1% |
| 3Y | +406.3% | -11.0% | +417.3% | +404.1% |
| 5Y | +238.2% | -44.1% | +282.2% | +298.4% |
| All | +261.2% | +83.0% | +178.2% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling