+197.6%
HRB vs SBAC
+83.0%
+114.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | +0.2% |
| 7D | -12.2% | -5.3% | -6.9% | -10.9% |
| 30D | -3.0% | +0.4% | -3.3% | -3.0% |
| 3M | +21.7% | -11.9% | +33.6% | +25.7% |
| 6M | +52.3% | -4.5% | +56.8% | +52.7% |
| YTD | +6.5% | -4.3% | +10.8% | +6.3% |
| 1Y | -6.7% | -3.9% | -2.8% | -7.1% |
| 3Y | +25.1% | -11.0% | +36.1% | +25.0% |
| 5Y | +113.8% | -44.1% | +157.9% | +144.0% |
| All | +197.6% | +83.0% | +114.5% | +169.9% |
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