+528.3%
HL vs SBAC
+2,222.3%
-1,694.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -11.1% | +0.6% | -11.8% | -11.2% |
| 30D | -12.1% | +5.5% | -17.6% | -12.7% |
| 3M | -26.1% | +3.1% | -29.2% | -26.4% |
| 6M | -37.7% | -7.0% | -30.7% | -37.4% |
| YTD | -31.7% | +0.5% | -32.2% | -32.3% |
| 1Y | -11.6% | +0.2% | -11.9% | -12.4% |
| 3Y | +249.6% | -7.4% | +257.0% | +248.8% |
| 5Y | +108.5% | -39.7% | +148.2% | +119.2% |
| 10Y | +127.0% | +112.5% | +14.4% | +105.6% |
| All | +528.3% | +2,222.3% | -1,694.0% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling