+25.5%
HRB vs SBAC
-8.7%
+34.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -0.8% | +3.9% | -4.7% | -1.4% |
| 3M | +19.1% | -8.2% | +27.2% | +20.2% |
| 6M | +48.7% | -2.8% | +51.5% | +48.6% |
| YTD | +7.1% | -1.5% | +8.6% | +6.7% |
| 1Y | -8.3% | 0.0% | -8.3% | -9.0% |
| All | +25.5% | -8.7% | +34.2% | +28.8% |
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