+256.3%
HL vs SBAC
-7.9%
+264.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | -7.6% | -2.7% | -4.9% | -7.1% |
| 30D | -17.5% | +3.3% | -20.8% | -17.9% |
| 3M | -26.2% | +3.3% | -29.5% | -26.7% |
| 6M | -35.1% | -10.9% | -24.1% | -33.8% |
| YTD | -30.4% | -1.0% | -29.4% | -31.0% |
| 1Y | -14.0% | -4.5% | -9.5% | -13.7% |
| All | +256.3% | -7.9% | +264.2% | +264.3% |
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 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