+41.6%
HRB vs SBAC
-9.3%
+50.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +8.7% | +5.5% | +3.2% | +6.3% |
| 3M | -5.4% | +3.1% | -8.5% | -5.9% |
| 6M | +41.6% | -7.0% | +48.6% | +42.8% |
| All | +41.6% | -9.3% | +50.8% | +42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling