-11.6%
HL vs SBAC
-2.9%
-8.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -11.1% | +0.6% | -11.8% | -11.1% |
| 30D | -12.1% | +5.5% | -17.6% | -12.1% |
| 3M | -26.1% | +3.1% | -29.2% | -26.3% |
| 6M | -37.7% | -7.0% | -30.7% | -38.0% |
| YTD | -31.7% | +0.5% | -32.2% | -33.1% |
| 1Y | -11.6% | +0.2% | -11.9% | -13.3% |
| All | -11.6% | -2.9% | -8.7% | -13.3% |
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